@article{article, title = {{Price discovery and volatility spillover with price limits in Chinese A-shares market: a truncated GARCH approach}}, publisher = {{Taylor & Francis}}, url = {{https://eprints.whiterose.ac.uk/id/eprint/138465 }}, year = {{2019}}, month = {{1}}, author = {{Adcock C and Ye C and Yin S and Zhang D}}, doi = {{10.1080/01605682.2018.1542973}}, volume = {{70}}, journal = {{Journal of the Operational Research Society}}, issue = {{10}}, pages = {{1709-1719}}, note = {{Accessed on 2025/12/03}}}