Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: International Review of Financial Analysis 20 (2011) 2, pp. 113-119
In this paper, we test the share price clustering phenomena and its determinants for the Mexican share market. We consider the top-12 listed companies. We observe cases of significant price clustering behaviour in the Mexican share market. Our analysis of the determinants of price clustering...