@article {1975581,
	title = {Media exposure on corporate social irresponsibility and firm performance},
	journal = {Pacific-Basin Finance Journal},
	volume = {68},
	year = {2021},
	month = {2021},
	keywords = {Finance},
	author = {Teng,Chia-Chen and Yang,Jimmy}
}
@article {1975626,
	title = {The MAX Effect: Lottery Stocks with Price Limits and Limits to Arbitrage},
	journal = {Journal of Financial Markets},
	volume = {41},
	year = {2018},
	month = {2018},
	pages = {77-91},
	abstract = {We modify the Bali et al.{\textquoteright}s (2011) MAX measure (maximum daily return over the prior month) when the observed returns are capped at the daily price limit to address the issue of homogeneous MAX across stocks. Our results indicate that the modified MAX measure can be a significant predictor of future stock returns. The modified MAX effect is not a manifestation of the idiosyncratic volatility effect. We also find that the modified MAX measure could be an alternative proxy for arbitrage risk.},
	keywords = {Finance},
	author = {Hung,Weifeng and Yang,Jimmy}
}
@article {1983836,
	title = {A model of price limits on individual stocks},
	year = {2015},
	month = {2015},
	address = {Taiwan},
	keywords = {Finance},
	author = {Yang,Jimmy and Luo,Yuchen}
}
@article {1983856,
	title = {A model of price limits on individual stocks},
	year = {2015},
	month = {2015},
	address = {Buenos Aires},
	keywords = {Finance},
	author = {Yang,Jimmy and Luo,Yuchen}
}
@article {1971921,
	title = {The magnet effect of price limits: a logit approach},
	journal = {Journal of Empirical Finance},
	volume = {16},
	year = {2009},
	month = {2009},
	pages = {830-837},
	abstract = {We investigate the magnet effect of price limits using transaction data from the Taiwan Stock Exchange. A logit model incorporates explanatory variables from microstructure literature and reveals that the conditional probability of a price increase (decrease) increases significantly when the price approaches the upper (lower) price limit, in support of the magnet effect. Our approach recognizes when the magnet effect starts to emerge and identifies possible determinants of magnet effect. The probability of information-based trading has a significant impact on the magnet effect for lower price limits.<br><br>},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong H and Yang,Jimmy}
}
@article {1979246,
	title = {The Magnet Effect of Price Limits: Evidence from Transactions Data},
	year = {2007},
	month = {2007},
	address = {Hong Kong},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong H. and Yang,Jimmy}
}
@article {1979251,
	title = {The magnet effect of price limits: evidence from transactions data},
	year = {2006},
	month = {2006},
	address = {Salt Lake City, Utah},
	keywords = {Finance, Supply Chain},
	author = {Yang,Jimmy and Hsieh,Ping-Hung and Kim,Yong  H.}
}
@article {1979256,
	title = {The Magnet Effect of Price Limits: Evidence from Transactions Data},
	year = {2006},
	month = {2006},
	address = {Seattle, Washington},
	keywords = {Finance, Supply Chain},
	author = {Hsieh,Ping-Hung and Kim,Yong  H. and Yang,Jimmy}
}
