Do investors prefer even-eighth prices? Evidence from NYSE limit orders

Journal of Banking and Finance

Volumn 27, Issue 4, 2003, Pages 719-748

  Cooney Jr , John W ^a   Van Ness, Bonnie ^b   Van Ness, Robert ^b  

^a TEXAS TECH UNIVERSITY   (United States)

^b UNIVERSITY OF MISSISSIPPI   (United States)

Author keywords

Even eighth; Limit orders; Price clustering; Quotes; Round numbers

Indexed keywords

EID: 0037375026     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00262-X     Document Type: Article

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