Post-hit dynamics of price limit hits in the Chinese stock markets
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- 作者：Ting Wua ; b ; c ; Yue Wanga ; Ming-Xia Lia ; c ; d ; mxli@ecust.edu.cn" class="auth_mail" title="E-mail the corresponding author
- 关键词：Expected profit ; Limit hit ; Stock return ; Correlation
- 刊名：Physica A: Statistical Mechanics and its Applications
- 出版年：2017
- 出版时间：1 January 2017
- 年：2017
- 卷：465
- 期：Complete
- 页码：464-471
- 全文大小：615 K
文摘
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We investigate all normal A-share stocks hit the price limit.
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A “W” shape can be found in the characteristics of expected profits.
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Time span of continuously hitting is an influence factor of expected profit.