Zexin Zheng

Hong Kong University of Science & Technology, Department of Finance

Clear Water Bay, Kowloon

Hong Kong

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Scholarly Papers (1)

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Costly Arbitrage and Skewness Pricing: Evidence from First-day Price Limit Reform in China

Pacific-Basin Finance Journal, Vol. 67, 2021
Number of pages: 72 Posted: 24 Sep 2020 Last Revised: 09 Apr 2021
Jing Yao and Zexin Zheng
School of Economics, Fudan University and Hong Kong University of Science & Technology, Department of Finance
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Abstract:

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skewness pricing; price limit; IPOs; limits to arbitrage; China