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Price clustering on the Australian Stock Exchange

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Listed:
  • Aitken, Michael
  • Brown, Philip
  • Buckland, Christine
  • Izan, H. Y.
  • Walter, Terry

Abstract

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Suggested Citation

  • Aitken, Michael & Brown, Philip & Buckland, Christine & Izan, H. Y. & Walter, Terry, 1996. "Price clustering on the Australian Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 297-314, July.
    • Handle: RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:297-314
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    References listed on IDEAS

    as
    1. Victor Niederhoffer, 1965. "A New Look at Clustering of Stock Prices," The Journal of Business, University of Chicago Press, vol. 39, pages 309-309.
    2. Easley, David & O'Hara, Maureen, 1987. "Price, trade size, and information in securities markets," Journal of Financial Economics, Elsevier, vol. 19(1), pages 69-90, September.
    3. Riccardo Curcio & Charles Goodhart, 1991. "The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market," FMG Discussion Papers dp110, Financial Markets Group.
    4. Christie, William G & Schultz, Paul H, 1994. "Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes?," Journal of Finance, American Finance Association, vol. 49(5), pages 1813-1840, December.
    5. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 389-415.
    6. M. F. M. Osborne, 1962. "Periodic Structure in the Brownian Motion of Stock Prices," Operations Research, INFORMS, vol. 10(3), pages 345-379, June.
    7. Victor Niederhoffer, 1965. "Clustering of Stock Prices," Operations Research, INFORMS, vol. 13(2), pages 258-265, April.
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