Ontology highlight
ABSTRACT:
SUBMITTER: Zhang X
PROVIDER: S-EPMC4981392 | biostudies-literature | 2016
REPOSITORIES: biostudies-literature
Zhang Xiaotao X Ping Jing J Zhu Tao T Li Yuelei Y Xiong Xiong X
PloS one 20160811 8
We investigated the inter-day effects of price limits policies that are employed in agent-based simulations. To isolate the impact of price limits from the impact of other factors, we built an artificial stock market with higher frequency price limits hitting. The trading mechanisms in this market are the same as the trading mechanisms in China's stock market. Then, we designed a series of simulations with and without price limits policy. The results of these simulations demonstrate that both up ...[more]