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@article{ART002163380},
author={Mincheol Woo},
title={How did Enlargement of Price Limit affect on Profit of Day-Traders},
journal={Asset Management Review},
issn={2288-6672},
year={2016},
volume={4},
number={1},
pages={17-31}

TY - JOUR
AU - Mincheol Woo
TI - How did Enlargement of Price Limit affect on Profit of Day-Traders
JO - Asset Management Review
PY - 2016
VL - 4
IS - 1
PB - Institute of Management Research, SungKyunKwan University
SP - 17
EP - 31
SN - 2288-6672
AB - This paper examine the profitability of the day trading strategy after the event of price limit enlargment on the 15th of May, 2015. Using the complete trading records from Jan 2015 to Dec 2015, we find that the number of day trading and the number of day traders (including consistent day trader) are increased after the regulation change. The lower profit relates to the transaction cost and frequent day trading. While the change of price limit enlarge volatility, the frequent day trading decreased trading profit due to the trading cost. This paper contributes to the understanding of day trading strategy in terms of enlargement of price limt 30% from 15%.
KW - Price Limit;Daytrading;Profit;Volatility
DO -
UR -
ER -

Mincheol Woo. (2016). How did Enlargement of Price Limit affect on Profit of Day-Traders. Asset Management Review, 4(1), 17-31.

Mincheol Woo. 2016, "How did Enlargement of Price Limit affect on Profit of Day-Traders", Asset Management Review, vol.4, no.1 pp.17-31.

Mincheol Woo "How did Enlargement of Price Limit affect on Profit of Day-Traders" Asset Management Review 4.1 pp.17-31 (2016) : 17.

Mincheol Woo. How did Enlargement of Price Limit affect on Profit of Day-Traders. 2016; 4(1), 17-31.

Mincheol Woo. "How did Enlargement of Price Limit affect on Profit of Day-Traders" Asset Management Review 4, no.1 (2016) : 17-31.

Mincheol Woo. How did Enlargement of Price Limit affect on Profit of Day-Traders. Asset Management Review, 4(1), 17-31.

Mincheol Woo. How did Enlargement of Price Limit affect on Profit of Day-Traders. Asset Management Review. 2016; 4(1) 17-31.

Mincheol Woo. How did Enlargement of Price Limit affect on Profit of Day-Traders. 2016; 4(1), 17-31.

Mincheol Woo. "How did Enlargement of Price Limit affect on Profit of Day-Traders" Asset Management Review 4, no.1 (2016) : 17-31.