Search Results - subject:"Price clustering"

Coarse pricing in QE auctions

Tsujimoto, Yusuke - In: Journal of financial markets 73 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015402255

Efficiency and price clustering in Islamic stocks : evidence from three Asian countries

Lobão, Júlio - In: Journal of Islamic accounting and business research 15 (2023) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10014452702

Intraday patterns of price clustering in Bitcoin

Ma, Donglian; Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25

In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in … the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in … BTC/JPY transactions, and the other is how the scale of price clustering varies throughout a trading day. With the …

Persistent link: https://www.econbiz.de/10012798841

Price clustering and the panic trading hypothesis : evidence from an African coup d'état

Lobão, Júlio; Correia, Ricardo - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 6, pp. 873-884

Persistent link: https://www.econbiz.de/10015326171

Price clustering on cryptocurrency order books at a US-based exchange

Han, SeungOh - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014525962

Dynamics of price clustering in the Pakistan stock exchange

Baig, Ahmed S.; Chaudhry, Muhammad Imran; DeLisle, R. Jared - In: Managerial finance 50 (2024) 3, pp. 590-613

Persistent link: https://www.econbiz.de/10015049050

Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks

Lobão, Júlio; Pacheco, Luís; Carvalho, Daniel - In: Review of Behavioral Finance 16 (2024) 6, pp. 1012-1028

Purpose This paper investigates share price clustering and its determinants across Nasdaq Stockholm, Copenhagen …, Helsinki, and Iceland. Design/methodology/approach This paper investigates share price clustering and its determinants across … this market anomaly and achieve supra-normal returns. Originality/value Price clustering, the phenomenon where certain …

Persistent link: https://www.econbiz.de/10015355267

Round offer prices in M&A transactions : costly negotiation and psychological preference

Huang, Ying; Hu, Xiankui; Hunsader, Kenneth; Zheng, Xiaofan - In: Managerial finance 49 (2023) 12, pp. 1917-1937

Persistent link: https://www.econbiz.de/10014428743

Clustering in Bitcoin balance

Telli, Şahin; Zhao, Xufeng - In: Finance research letters 55 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014473284

Herding behavior in exploring the predictability of price clustering in cryptocurrency market

Hachicha, Fatma; Masmoudi, Afif; Abid, Ilyes; Obeid, Hassan - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014526672