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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

Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE?

Rüchardt, Kirsten; Vogt, Bodo - Fakultät für Wirtschaftswissenschaft, … - 2009

stock market XETRA and the New York Stock Exchange (NYSE). At first glance, the stock price clustering seems to be less … explanations, like ease of negotiation, convenience and rounding, attraction, odd pricing, and aspiration level for stock price … clustering. As a result we see that no model is able to capture all of our empirical observations. …

Persistent link: https://www.econbiz.de/10005042473

Price Clustering and Natural Resistance Points in the Dutch Stock Market

Sonnemans, Joep - 2003

The main contribution of this study is the finding that round numbers can act aspricebarriers for individual stocks. In addition, a first step is made to explain this and therelated phenomena of round number clustering by testing two competing hypotheses,using data from the Dutch stock market...

Persistent link: https://www.econbiz.de/10010324913

Price Clustering and Natural Resistance Points in the Dutch Stock Market

Sonnemans, Joep - Tinbergen Instituut - 2003

This discussion paper resulted in an article in the 'European Economic Review' (2006). Volume 50, issue 8, pages 1937-1950.<P> The main contribution of this study is the finding that round numbers can act aspricebarriers for individual stocks. In addition, a first step is made to explain this and...</p>

Persistent link: https://www.econbiz.de/10011257650

Price Clustering and Natural Resistance Points in the Dutch Stock Market

Sonnemans, Joep - Tinbergen Institute - 2003

The main contribution of this study is the finding that round numbers can act as price barriers for individual stocks. In addition, a first step is made to explain this and the related phenomena of round number clustering by testing two competing hypotheses, using data from the Dutch stock...

Persistent link: https://www.econbiz.de/10005144541

Price clustering and natural resistance points in the Dutch stock market

Sonnemans, Joep - 2003

Persistent link: https://www.econbiz.de/10011333894