| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089738 | Journal of Banking & Finance | 2012 | 9 Pages |
Abstract
⺠We model the “T + 1 trading rule” in China. ⺠“T + 1 trading rule” reduces the total trading volume and price volatility. ⺠“T + 1 trading rule” improves the trend chasers' welfare. ⺠Tests using data on China's B-share stock market support the model's predictions.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Ming Guo, Zhan Li, Zhiyong Tu,