Filter Rule Tests in the Presence of Price Limits: Evidence from the Korean Stock Market

Author

David K. DING, Singapore Management UniversityFollow
P. Theerathorn
C. Charoenwong

Publication Type

Journal Article

Publication Date

1993

Discipline

Business

Research Areas

Finance

Publication

Research in International Business and Finance

Volume

10

First Page

293

Last Page

302

ISSN

0275-5319

Publisher

Elsevier

Citation

DING, David K.; Theerathorn, P.; and Charoenwong, C.. Filter Rule Tests in the Presence of Price Limits: Evidence from the Korean Stock Market. (1993). Research in International Business and Finance. 10, 293-302.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1182