Table 1.
Statistics of limit hit or 10% threshold hit events on the ChiNext market.
Table 2.
Mean daily abnormal returns surrounding limit-hit days or threshold-hit days.
Fig 1.
Changes in the difference of cumulative abnormal return.
Table 3.
Daily volatility surrounding limit hit days or threshold hit days.
Table 4.
Daily trading volume surrounding limit hit days or threshold hit days.
Table 5.
Comparison of the proportion of large price changes.