We thank the journal's editors, associate editor (Kumar Venkataraman), and anonymous referee for their overall handling, overseeing, and reviewing of our paper. We also thank Haiwei Chen, Pin-Huang Chou, Yong Kim, Haithan Nobanee, Roberto Pascual, David Reiffen; seminar participants at the University of New South Wales, University of Sydney, National Sun Yat-Sen University, National Chung-Hsing University, National Kaohsiung First University of Science and Technology; and session participants at the 2011 Asian Finance Association and 2011 Financial Management Association meetings for comments and suggestions on earlier versions of this paper. We also thank Shane Corwin for answering our questions on estimating spreads using daily data. Kim gratefully acknowledges the PACAP Research Center (in particular, Shaw Chen and Tong Yu) for generously providing data and technical support. The usual disclaimer applies.
RECONSIDERING PRICE LIMIT EFFECTIVENESS
Article first published online: 10 DEC 2013
© 2013 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 36, Issue 4, pages 493–518, Winter 2013
How to Cite
Kim, K. A., Liu, H. and Yang, J. J. (2013), RECONSIDERING PRICE LIMIT EFFECTIVENESS. Journal of Financial Research, 36: 493–518. doi: 10.1111/jfir.12021
- Issue published online: 10 DEC 2013
- Article first published online: 10 DEC 2013
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