Advanced Search
MyIDEAS: Login

On the hypothesis of psychological barriers in stock markets and Benford's Law

Contents:

Author Info

  • De Ceuster, Marc J. K.
  • Dhaene, Geert
  • Schatteman, Tom

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.sciencedirect.com/science/article/B6VFG-3V72T6H-9/2/504432d49b7b0a6b730f199ee7c3b382
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 5 (1998)
Issue (Month): 3 (September)
Pages: 263-279

as in new window
Handle: RePEc:eee:empfin:v:5:y:1998:i:3:p:263-279

Contact details of provider:
Web page: http://www.elsevier.com/locate/jempfin

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Paul Hofmarcher & Kurt Hornik, 2013. "First Significant Digits and the Credit Derivative Market During the Financial Crisis," Contemporary Economics, University of Finance and Management in Warsaw, vol. 7(2), June.
  2. Hristos Doucouliagos, 2004. "Number preference in Australian stocks," Applied Financial Economics, Taylor & Francis Journals, vol. 14(1), pages 43-54.
  3. Hristos Doucouliagos, 2003. "Number Preference in Australian Stock Prices," Economics Series 2003_05, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  4. Hristos Doucouliagos, 2003. "Price Exhaustion and Number Preference: Time and Price Confluence in Australian Stock Prices," Economics Series 2003_06, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  5. Dlugosz, Stephan & Müller-Funk, Ulrich, 2012. "Ziffernanalyse zur Betrugserkennung in Finanzverwaltungen: Prüfung von Kassenbelegen," Arbeitsberichte des Instituts für Wirtschaftsinformatik 133, University of Münster, Department of Information Systems.
  6. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 1999. "A new approach to stock price modelling and the efficiency of the Italian stock exchange," Statistical Methods and Applications, Springer, vol. 8(1), pages 25-47, April.
  7. David E. Giles, 2012. "Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications," Econometrics Working Papers 1201, Department of Economics, University of Victoria.
  8. Raj Aggarwal, 2004. "Persistent Puzzles in International Finance and Economics," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 241-250.
  9. Aggarwal, Raj & Lucey, Brian M., 2007. "Psychological barriers in gold prices?," Review of Financial Economics, Elsevier, vol. 16(2), pages 217-230.
  10. Dorfleitner, Gregor & Klein, Christian, 2009. "Psychological barriers in European stock markets: Where are they?," Global Finance Journal, Elsevier, vol. 19(3), pages 268-285.
  11. Li, Jun & Yu, Jianfeng, 2012. "Investor attention, psychological anchors, and stock return predictability," Journal of Financial Economics, Elsevier, vol. 104(2), pages 401-419.
  12. David Giles, 2007. "Benford's law and naturally occurring prices in certain ebaY auctions," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 157-161.
  13. Christian Bauer & Bernhard Herz, 2004. "Technical trading and the volatility of exchange rates," Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 399-415.
  14. Mitchell, Jason & Izan, H.Y., 2006. "Clustering and psychological barriers in exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 318-344, October.
  15. Stefan Günnel & Karl-Heinz Tödter, 2009. "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer, vol. 36(3), pages 273-292, August.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:empfin:v:5:y:1998:i:3:p:263-279. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.