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Statistics of intraday limit hits for individual stocks.

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posted on 2015-04-13, 03:51 authored by Yu-Lei Wan, Wen-Jie Xie, Gao-Feng Gu, Zhi-Qiang Jiang, Wei Chen, Xiong Xiong, Wei Zhang, Wei-Xing Zhou

The determination of the six portfolios is the same as in Table 1. The maxima, the mediates and the means of the daily numbers of limit hits

M

i,k

u,d

, the daily limit hit durations

Δ

t

i,k

u,d

and the total intraday limit hit durations

Δ

T

i,k

u,d

are presented. Results for bullish periods and bearish periods are compared.

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