Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE?
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References listed on IDEAS
- 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.
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More about this item
Keywordsbehavioral finance; market microstructure; stock price clustering;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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