Daily serial correlation, trading volume and price limits: Evidence from the Taiwan stock market
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- Seung‐Ryong Yang & B. Wade Brorsen, 1995. "Price limits as an explanation of thin‐tailedness in pork bellies futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(1), pages 45-59, 02. Full references (including those not matched with items on IDEAS)
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