2Lauterbach,Beni,Vri Ben-Zion. Stock market crashes and the performance of circuit breakers: Empirical evidence[J]. Journal of Finance, 1993,48: 1909--1925.
3Lehmann B N, Modest D M. Trading and liquidity on the Tokyo Stock Exchange: A bird's eye view [J]. Journal of Finance, 1994, 48(4): 1595--1628.
4Kenneth A. Kim Piman Limpaphayom Characteristics Of stocks that frequently hit price limits: empirical evidence from Taiwan and Thailand[J]. Journal of Financial Markets, 2000, 3: 315--332.
5Bamber L S. The information content of annual earnings release: a trading volume approach[J]. Journal of Accounting Research, 1986, 24: 40--56.
6Chan K C, Chen N F. Structural and return characteristics of small and large firms[J]. Journal of Finance, 1991 46:1467--1484.
7Schwert G William. Stock volatility and the crash of 87[J]. The Review of Financial Studies, 1990, 3(1): 77--102.
8Greenwald B C, Stein J C. Transcation risk, marcket crashes, and the role of circuit breakers[J]. Journal of Business, 1991,64,443--462.
9Fama E F. Perspectives on October 1987, or what did we learn from the crash? [A] R Kampuis, R Kormendi,J Watson. Black Monday and the Future of Financial Markets[C], Homewood, IL : Irwin, 1989. 71-- 82.
10Chen H. Price limits, overreaction, and price resolution in futures markets[J]. Journal of Futures Markets 1998 18:243--263.
8KYLE A S. Trading Halts and Price Limits [ J ]. Review of Futures Markets, 1988,7 (3) :426 - 434.
9MAC K, RAO R P, SEARS R S. Volatility, Price Resolu- tion, and the Effectiveness of Price Limits [ C ]//Regulatory Reform of Stock and Futures Markets. Springer Netherlands, 1989:67 - 101.
10HUANG Y S, FU T W, KE M C. Daily Price Limits and Stock Price Behavior:Evidence from the Taiwan Stock Ex- change [ J ]. International Review of Economics and Finance, 2001,10:263 - 288.
