✦ LIBER ✦

Clustering in US Stock Prices after Decimalisation

✍ Scribed by David L. Ikenberry; James P. Weston

Book ID: 111059145
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 244 KB
Volume: 0
Category: Article
ISSN: 1354-7798
DOI: 10.1111/j.1468-036x.2007.00410.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Predicting the presidential election cyc

Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros

✍ Gärtner, Manfred 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 235 KB

Influence of cultural factors on price c

Influence of cultural factors on price clustering and price resistance in China's stock markets

✍ Bill M. Cai; Charlie X. Cai; Kevin Keasey 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

Firm fundamentals and stock prices in em

Firm fundamentals and stock prices in emerging Asian stock markets: some panel data evidence

✍ M. Arifur Rahman, M. Kabir Hassan 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 337 KB

Mean reversion and long memory in Africa

Mean reversion and long memory in African stock market prices

✍ Emmanuel Anoruo; Luis A. Gil-Alana 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 172 KB

An analysis of intraday patterns in pric

An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange

✍ Wataru Ohta 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 174 KB

On the long-term or short-term dependenc

On the long-term or short-term dependence in stock prices: Evidence from international stock markets

✍ K. Victor Chow; Ming-Shium Pan; Ryoichi Sakano 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 824 KB

This study examines the short-and long-term dependence in the United States and 21 international equity market indexes. Two heteroscedastic-robust testing methods, the modified rescaled range analysis and the rescaled variance ratio test, are employed to test for the existence of dependence. The evi