Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets

• Yu-Lei Wan,

  Affiliations Department of Mathematics, School of Science, East China University of Science and Technology, Shanghai 200237, China, Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China

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• Wen-Jie Xie,

  Affiliations Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China, Department of Finance, School of Business, East China University of Science and Technology, Shanghai 200237, China, Postdoctoral Research Station, School of Social and Public Administration, East China University of Science and Technology, Shanghai 200237, China

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• Gao-Feng Gu,

  Affiliations Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China, Department of Finance, School of Business, East China University of Science and Technology, Shanghai 200237, China

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• Zhi-Qiang Jiang,

  Affiliations Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China, Department of Finance, School of Business, East China University of Science and Technology, Shanghai 200237, China

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• Wei Chen,

  Affiliation Shenzhen Stock Exchange, Shenzhen 518010, China

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• Xiong Xiong ,

  * E-mail: xxpeter@tju.edu.cn (XX); wxzhou@ecust.edu.cn (WXZ)

  Affiliations College of Management and Economics, Tianjin University, Tianjin 300072, China, China Center for Social Computing and Analytics, Tianjin University, Tianjin 300072, China

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• Wei Zhang,

  Affiliations College of Management and Economics, Tianjin University, Tianjin 300072, China, China Center for Social Computing and Analytics, Tianjin University, Tianjin 300072, China

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• Wei-Xing Zhou

  * E-mail: xxpeter@tju.edu.cn (XX); wxzhou@ecust.edu.cn (WXZ)

  Affiliations Department of Mathematics, School of Science, East China University of Science and Technology, Shanghai 200237, China, Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China, Department of Finance, School of Business, East China University of Science and Technology, Shanghai 200237, China

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