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The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange

David D. Cho, Jeffrey Russell, George C. Tiao and Ruey Tsay

Journal of Empirical Finance, 2003, vol. 10, issue 1-2, 133-168

Date: 2003
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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