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Round-number biases and informed trading in global markets
16 references·0 citing·41 second hop
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References

  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data1,098 cited
  • 1993Stealth trading and volatility948 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market606 cited
  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 2000Time and the Price Impact of a Trade592 cited
  • 2012Flow Toxicity and Liquidity in a High-frequency World573 cited
  • 2003Order imbalance and individual stock returns: Theory and evidence571 cited
  • 2005Penny Wise and Pound Foolish: The Left‐Digit Effect in Price Cognition390 cited
  • 2012Heuristic Thinking and Limited Attention in the Car Market328 cited
  • 1997An Empirical Analysis of Price Endings with Scanner Data290 cited

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2006
The Impact of Trades on Daily Volatility
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