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Volumn 5, Issue 4, 2002, Pages 411-417

Price clustering in foreign exchange spot markets

Author keywords

Currency; Foreign exchange; International financial markets

Indexed keywords


EID: 0036790307     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00032-5     Document Type: Article
Times cited : (72)

References (11)
  • 1
    • 0002093530 scopus 로고
    • The degree of price resolution: The case of the gold market
    • Ball, C., Torous, W., Tschoegl, A., 1985. The degree of price resolution: the case of the gold market. Journal of Futures Markets 5, 29-43.
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    • Ball, C.1    Torous, W.2    Tschoegl, A.3
  • 3
    • 84993915181 scopus 로고
    • Why do NASDAQ market makers avoid odd-eighths quotes?
    • Christie, W., Schultz, P., 1994. Why do NASDAQ market makers avoid odd-eighths quotes? Journal of Finance 49, 1813-1840.
    • (1994) Journal of Finance , vol.49 , pp. 1813-1840
    • Christie, W.1    Schultz, P.2
  • 4
    • 84993843848 scopus 로고
    • Why did NASDAQ market makers stop avoiding odd-eighths quotes?
    • Christie, W., Harris, J., Schultz, P., 1994. Why did NASDAQ market makers stop avoiding odd-eighths quotes? Journal of Finance 49, 1841-1860.
    • (1994) Journal of Finance , vol.49 , pp. 1841-1860
    • Christie, W.1    Harris, J.2    Schultz, P.3
  • 5
    • 24544449311 scopus 로고
    • The rounding of appraisal estimates
    • Illinois Real Estate Letter, Summer/Fall
    • Colwell, P., Rushing, P., Young, K., 1994. The rounding of appraisal estimates. Illinois Real Estate Letter, Summer/Fall.
    • (1994)
    • Colwell, P.1    Rushing, P.2    Young, K.3
  • 6
    • 0010739573 scopus 로고
    • Asset price discovery and price clustering in the foreign exchange market
    • Working paper, London School of Economics
    • Goodhart, C., Curcio, R., 1990. Asset price discovery and price clustering in the foreign exchange market. Working paper, London School of Economics.
    • (1990)
    • Goodhart, C.1    Curcio, R.2
  • 7
    • 0000621934 scopus 로고
    • Stock price clustering and discreteness
    • Harris, L., 1991. Stock price clustering and discreteness. Review of Financial Studies 4, 389-415.
    • (1991) Review of Financial Studies , vol.4 , pp. 389-415
    • Harris, L.1
  • 8
    • 0041020355 scopus 로고    scopus 로고
    • Bank deposit rate clustering: Theory and empirical evidence
    • Kahn, C., Pennacchi, G., Sopranzetti, B., 1999. Bank deposit rate clustering: theory and empirical evidence. Journal of Finance 54 (6), 2185-2214.
    • (1999) Journal of Finance , vol.54 , Issue.6 , pp. 2185-2214
    • Kahn, C.1    Pennacchi, G.2    Sopranzetti, B.3
  • 9
    • 0001740145 scopus 로고
    • Clustering of stock prices
    • Neiderhoffer, V., 1965. Clustering of stock prices. Operations Research 13, 258-265.
    • (1965) Operations Research , vol.13 , pp. 258-265
    • Neiderhoffer, V.1
  • 10
    • 0000661634 scopus 로고
    • Periodic structure in the Brownian motion of stock prices
    • Osborne, M.F.M., 1962. Periodic structure in the Brownian motion of stock prices. Operations Research 10, 345-379.
    • (1962) Operations Research , vol.10 , pp. 345-379
    • Osborne, M.F.M.1
  • 11
    • 0010738102 scopus 로고    scopus 로고
    • Clustering in real estate prices: Patterns and impacts on demand
    • Working paper, Rutgers, The State University of New Jersey
    • Palmon, O., Smith, B., Sopranzetti, B.J., 1998. Clustering in real estate prices: patterns and impacts on demand. Working paper, Rutgers, The State University of New Jersey.
    • (1998)
    • Palmon, O.1    Smith, B.2    Sopranzetti, B.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.