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Trading aggression when price limit hits are imminent: NARDL based intraday investigation of magnet effect

Sifat, Imtiaz Mohammad, Mohamad, Azhar
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Language:
english
Journal:
Journal of Behavioral and Experimental Finance
DOI:
10.1016/j.jbef.2018.01.007
Date:
February, 2018
File:
PDF, 1.11 MB
english, 2018
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