An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data

• Material Type: 文書・図像類
• Title: An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data
• Author/Editor: Du, Yan; Liu, Qianqiu; Rhee, S. Ghon
• Author Heading: Du, Yan; Liu, Qianqiu; Rhee, S. Ghon
• Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
• Publication Date: 2006-03
• Publication Date (W3CDTF): 2006-03
• Contributor: Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University
• Text Language Code: eng
• Subject Heading: Price Limit; Magnet Effect; Rate of Return; Trading Volume; Volatility; Order Flow; Order Type; Price Trajectory; Korea Stock Exchange
• Target Audience: 一般
• Note (General): Current Draft: June 2005
• Format (IMT): application/pdf
• Source: fulltext; https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/13490/wp2005-17a.pdf
• Access Restrictions: インターネット公開
• Related Material (URI): URI; http://cei.ier.hit-u.ac.jp/index.html
• Periodical Title: CEI Working Paper Series ; No. 2005-17
• Periodical Title (NCID): AA11590659; https://ci.nii.ac.jp/ncid/AA11590659
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources

• Summary, etc.: We examine the existence and the forms of the magnet effect using transaction files and limit order book of the Korea Stock Exchange. A significant ma...