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Volumn 17, Issue 13, 2010, Pages 1285-1292

Price clustering of IPOS in the secondary market

Author keywords

[No Author keywords available]

Indexed keywords

CLUSTER ANALYSIS; FREQUENCY ANALYSIS; MARKET SYSTEM; PRICE DYNAMICS; STOCK MARKET; TRADE FLOW;

EID: 77956487290     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/00036840902881843     Document Type: Article
Times cited : (1)

References (9)
  • 2
    • 3242681843 scopus 로고    scopus 로고
    • Offering price clusters and underpricing in the US primary market
    • Chiang, K. and Harikumar, T. (2004) Offering price clusters and underpricing in the US primary market, Applied Financial Economics, 14, 809-822.
    • (2004) Applied Financial Economics , vol.14 , pp. 809-822
    • Chiang, K.1    Harikumar, T.2
  • 3
    • 19944365057 scopus 로고    scopus 로고
    • Liquidity and quote clustering in a market with multiple tick sizes
    • Chung, K. H., Kim, K. A. and Kitsabunnarat, P. (2005) Liquidity and quote clustering in a market with multiple tick sizes, Journal of Financial Research, 28, 177-195.
    • (2005) Journal of Financial Research , vol.28 , pp. 177-195
    • Chung, K.H.1    Kim, K.A.2    Kitsabunnarat, P.3
  • 4
    • 3042577055 scopus 로고    scopus 로고
    • Spreads, depths, and quote clustering on the NYSE and NASDAQ: Evidence after the 1997 securities and exchange commission rule changes
    • Chung, K. H., Van Ness, B. and Van Ness, R. (2002) Spreads, depths, and quote clustering on the NYSE and NASDAQ: evidence after the 1997 securities and exchange commission rule changes, Financial Review, 37, 481-505.
    • (2002) Financial Review , vol.37 , pp. 481-505
    • Chung, K.H.1    van Ness, B.2    van Ness, R.3
  • 5
    • 1842693367 scopus 로고    scopus 로고
    • Trading costs and quote clustering on the NYSE and NASDAQ after decimalization
    • Chung, K. H., Van Ness, B. and Van Ness, R. (2004) Trading costs and quote clustering on the NYSE and NASDAQ after decimalization, Journal of Financial Research, 27, 309-328.
    • (2004) Journal of Financial Research , vol.27 , pp. 309-328
    • Chung, K.H.1    van Ness, B.2    van Ness, R.3
  • 6
    • 0037375026 scopus 로고    scopus 로고
    • Do investors prefer even-eighth prices? Evidence from NYSE limit orders
    • Cooney, J. W., Van Ness, B. and Van Ness, R. (2003) Do investors prefer even-eighth prices? Evidence from NYSE limit orders, Journal of Banking and Finance, 27, 719-748.
    • (2003) Journal of Banking and Finance , vol.27 , pp. 719-748
    • Cooney, J.W.1    van Ness, B.2    van Ness, R.3
  • 9
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.