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Clustering of Stock Prices
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Clustering of Stock Prices (1965)Clustering of Stock PricesTHE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa (1964)THE RANDOM‐WALK HYPOTHESIS OF…Periodic Structure in the Brownian Motion of Stock Prices (1962)Periodic Structure in the Bro…Do Superstitious Traders Lose Money? (2017)Do Superstitious Traders Lose…Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering (2014)Cognitive Limitation and Inve…Analysts' Motives for Rounding EPS Forecasts (2012)Analysts' Motives for Roundin…Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers (2011)Penny Wise, Dollar Foolish: B…Culture and stock price clustering: Evidence from The Peoples' Republic of China (2007)Culture and stock price clust…Clustering in US Stock Prices after Decimalisation (2007)Clustering in US Stock Prices…Price clustering and natural resistance points in the Dutch stock market: A natural experiment (2005)Price clustering and natural …The influence of cultural factors on price clustering: Evidence from Asia–Pacific stock markets (2002)The influence of cultural fac…Price clustering in foreign exchange spot markets (2002)Price clustering in foreign e…Do investors prefer round stock prices? Evidence from Israeli IPO auctions (2001)Do investors prefer round sto…Clustering and psychological barriers: the importance of numbers (2001)Clustering and psychological …Bank Deposit Rate Clustering: Theory and Empirical Evidence (1999)Bank Deposit Rate Clustering:…Clustering and Competition in Asset Markets (1997)Clustering and Competition in…Price clustering on the Australian Stock Exchange (1996)Price clustering on the Austr…22 Modeling market microstructure time series (1996)22 Modeling market microstruc…Estimation of Stock Price Variances and Serial Covariances from Discrete Observations (1990)Estimation of Stock Price Var…Price, trade size, and information in securities markets (1987)Stock Price Clustering and Discreteness (1991)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Asset pricing and the bid-ask spread (1986)Liquidity and Market Structure (1988)Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq: An examination of exchange listings (1997)Preferencing, Internalization, Best Execution, and Dealer Profits (1999)Signaling Positive Corporate Social Performance (2001)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Assessing price clustering in European Carbon Markets (2011)The Information Content of Annual Earnings Announcements (1968)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Day of the Week Effects and Asset Returns (1981)Psychological barriers in oil futures markets (2014)Information Cascades and Social Learning (2024)Rational choice and the structure of the environment. (1956)Inferring Trade Direction from Intraday Data (1991)Investor Psychology and Asset Pricing (2001)Do investors put their money where their mouth is? Stock market expectations and investing behavior (2014)Borrower Misreporting and Loan Performance (2015)Théorie de la spéculation (1900)Brownian Motion in the Stock Market (1959)The Volume of Transactions and Price Changes on the New York Stock Exchange (1970)The variation of certain speculative prices (1997)The stock price–volume relationship in emerging stock markets: the case of Latin America (1998)Day of the week effect in emerging Asian stock markets: evidence from the GARCH model (2000)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times (2005)How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise (2006)High frequency market microstructure noise estimates and liquidity measures (2009)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The round number heuristic and entrepreneur crowdfunding performance (2021)Who Profits From Trading Options? (2021)Monopolistic Competition with Outside Goods (1979)The Price-Concentration Relationship in Banking (1989)The Rigidity of Prices: Evidence from the Banking Industry (1991)Herd Behavior and Cascading in Capital Markets: A Review and Synthesis (2002)Mathematics of Speculative Price (1973)On the social psychology of the stock market: Aggregate attributional effects and the regressiveness of prediction. (1987)Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)
this work references cited by second hop

References

  • 1962Periodic Structure in the Brownian Motion of Stock Prices361 cited
  • 1964THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa187 cited

Cited by

  • 1990Estimation of Stock Price Variances and Serial Covariances from Discrete Observations149 cited
  • 1997Clustering and Competition in Asset Markets147 cited
  • 2014Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering146 cited
  • 1999Bank Deposit Rate Clustering: Theory and Empirical Evidence124 cited
  • 2011Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers118 cited
  • 2007Clustering in US Stock Prices after Decimalisation116 cited
  • 1996Price clustering on the Australian Stock Exchange108 cited
  • 2001Clustering and psychological barriers: the importance of numbers107 cited
  • 199622 Modeling market microstructure time series107 cited
  • 2005Price clustering and natural resistance points in the Dutch stock market: A natural experiment104 cited
  • 2002The influence of cultural factors on price clustering: Evidence from Asia–Pacific stock markets98 cited
  • 2002Price clustering in foreign exchange spot markets95 cited
  • 2017Do Superstitious Traders Lose Money?

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85 cited
  • 2001Do investors prefer round stock prices? Evidence from Israeli IPO auctions84 cited
  • 2012Analysts' Motives for Rounding EPS Forecasts80 cited
  • 2007Culture and stock price clustering: Evidence from The Peoples' Republic of China76 cited