Unintended consequences of quote limits policy on stock market dynamics: evidence from the MF-X-DMA analysis

Unintended consequences of quote limits policy on stock market dynamics: evidence from the MF-X-DMA analysis

IntroductionThis study investigates the effect of recently implemented quote limits policy in China’s A-share Main Board market, a mechanism designed to enhance market stability. We examine whether this policy achieves its goals uniformly across distinct large-cap (HS300) and mid-to-small cap (CSI50...

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Bibliographic Details
Main Authors: Dayong Lv, Yaping Zhou, Jiarui Zhang, Linsen Yin
Format: Article
Language:English
Published: Frontiers Media S.A. 2025-07-01
Series:Frontiers in Physics
Subjects:
quote limits
MF-X-DMA
A-share
nonlinear Granger causality
cross-correlation
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2025.1642788/full
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