2022Finance research lettersRequires access

Would widening price limits improve the efficiency of price discovery?

Liwei Jin, Xianghui Yuan, Xiang Li, Huanglong Ma, Feng Lian

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Key concepts: Price discovery, Economics, Limit (mathematics), Limit price, Econometrics, Market efficiency, Mid price, Monetary economics

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Would widening price limits improve the efficiency of price discovery? — Research Paper | ScholarLens