create a website

Price exhaustion and number preference: time and price confluence in Australian stock prices. (2005). Doucouliagos, Chris.
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:11:y:2005:i:3:p:207-221.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 34

References cited by this document

Cocites: 47

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market. (2018). el Mouaaouy, Florian.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:24:y:2018:i:7-8:p:565-583.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aitken, M. and Brown, P. and Buckland, C. and Izan, H. and Walter, T. (1996) Price clustering on the Australian Stock Exchange Pacific-Basin Finance Journal , 4, pp. 297 - 314.

  2. Baltagi, B. and Griffin, J. and Xiong, W. (2000) To pool of not to pool: homogenous versus heterogenous estimators applied to cigarette demand The Review of Economics and Statistics , 82, pp. 117 - 126.

  3. Baltagi, B.(2001) Econometric Analysis of Panel Data . Chichester : John Wiley and Sons.

  4. Benford, F. (1938) The law of anomalous numbers Proceedings of the American Philoso-phical Society , 78, pp. 551 - 572.
    Paper not yet in RePEc: Add citation now
  5. De Grauwe, P. and Decupere, D. (1992) Psychological barriers in the foreign exchange markets Journal of International and Comparative Economics , 1, pp. 87 - 101.
    Paper not yet in RePEc: Add citation now
  6. DeMark, T. and DeMark, T.(1999) DeMark on Day Trading Options . New York : McGraw Hill.
    Paper not yet in RePEc: Add citation now
  7. DeMark, T.(1994) The New Science of Technical Analysis . New York : John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  8. DeMark, T.(1997) New Market Timing Techniques: Innovative Studies in Market Rhythm & Price Exhaustion . New York : John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  9. Devenow, A. and Welch, I. (1996) Rational herding in financial economics European Economic Review , 40, pp. 603 - 615.

  10. Donaldson, G. and Kim, H. (1993) Price barriers in the Dow Jones Industrial Average Journal of Financial and Quantitative Analysis , 28, pp. 313 - 330.

  11. Gann, W.(1942) How to Make Profits Trading in Commodities: A Study of the Commodity Market . Pomeroy : Library of Gann Publishing Co.
    Paper not yet in RePEc: Add citation now
  12. Gately, Ed.(1998) Forecasting Profits Using Price and Time . New York : John Wiley and Sons.
    Paper not yet in RePEc: Add citation now
  13. Gencay, R. (1998) Optimization of technical trading strategies and the profitability in security markets Economics Letters , 59, pp. 249 - 254.

  14. Gencay, R. (1999) Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules Journal of International Economics , 47, pp. 91 - 107.

  15. Gilmore, B.(1997) Dynamic Time and Price Analysis of Market Trends: Advanced Technical Analysis Methods and Techniques . Helensvale : Bryce Gilmore & Associates.
    Paper not yet in RePEc: Add citation now
  16. Gilmore, B.(2002) Trading with an Edge . Helensvale : Bryce Gilmore & Associates.
    Paper not yet in RePEc: Add citation now
  17. Gunasekarage, A. and Power, D. (2001) The profitability of moving average trading rules in South Asian stock markets Emerging Markets Review , 2(1), pp. 17 - 33.

  18. Guppy, D.(1997) Trading Tactics . Elsternwick : Wrightbooks.
    Paper not yet in RePEc: Add citation now
  19. Guppy, D.(1999) Chart Trading . Elsternwick : Wrightbooks.
    Paper not yet in RePEc: Add citation now
  20. Gwilym, O. and Clare, A. and Thomas, S. (1998) Extreme price clustering in the London equity index futures and options markets Journal of Banking and Finance , 22, pp. 1193 - 1206.
    Paper not yet in RePEc: Add citation now
  21. Harris, L. (1991) Stock price clustering and discreteness The Review of Financial Studies , 4, pp. 389 - 415.

  22. Koedijk, K. and Stork, P. (1994) Should we care? Psychological barriers in stock markets Economics-Letters , 44, pp. 427 - 432.

  23. LeBaron, B. (1999) Technical trading rule profitability and foreign exchange intervention Journal of International Economics , 49, pp. 125 - 143.

  24. Ley, E. and Varian, H. (1994) Are there psychological barriers in the Dow-Jones Index? Applied Financial Economics , 4, pp. 217 - 224.

  25. Martin, A. (2001) Technical trading rules in the spot foreign exchange markets of developing countries Journal of Multinational Financial Management , 11, pp. 59 - 68.

  26. Miner, R.(1997) Dynamic Trading: Dynamic Concepts in Time, Price and Pattern Analysis with Practical Strategies for Traders and Investors . Tucson AZ: Dynamic Traders Group.
    Paper not yet in RePEc: Add citation now
  27. Mitchell, J. (2001) Clustering and psychological barriers: the importance of numbers The Journal of Futures Markets , 21, pp. 395 - 428.
    Paper not yet in RePEc: Add citation now
  28. Murrey, T.(1995) Murrey Math Trading System for all Traded Markets . Nashville TN: Green Hill Publishers.
    Paper not yet in RePEc: Add citation now
  29. Osborne, M. (1962) Periodic structure in the Brownian motion of stock prices Operations Research , 10, pp. 345 - 379.

  30. Pesaran, M. and Timmermann, A. (1992) A simple nonparametric test of predictive performance Journal of Business and Economic Statistics , 10, pp. 461 - 465.

  31. Peters, E.(1994) Fractal Market Analysis: Applying Chaos theory to Investment and Economics . New York : John Wiley.
    Paper not yet in RePEc: Add citation now
  32. Plummer, T.(1993) The Psychology of Technical Analysis . London : Irwin.
    Paper not yet in RePEc: Add citation now
  33. Skouras, S. (2001) Financial returns and efficiency as seen by an artificial technical analyst Journal of Economic Dynamics and Control , 25, pp. 213 - 244.

  34. Williams, L.(1999) Long-Term Secrets to Short-Term Trading . New York : John Wiley.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

    Full description at Econpapers || Download paper

  2. Left‐digit biases: Individual and institutional investors. (2024). Kim, Youngchul ; Yu, Jinyoung ; Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:3:p:518-532.

    Full description at Econpapers || Download paper

  3. Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

    Full description at Econpapers || Download paper

  4. Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

    Full description at Econpapers || Download paper

  5. Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds. (2022). DeLisle, Jared ; Blau, Benjamin ; Baig, Ahmed S.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0.

    Full description at Econpapers || Download paper

  6. Evidence for round number effects in cryptocurrencies prices. (2022). Quiroga-Garcia, Raquel ; Pariente-Martinez, Natalia ; Arenas-Parra, Mar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001179.

    Full description at Econpapers || Download paper

  7. Modeling Price Clustering in High-Frequency Prices. (2021). Hol, Vladim'Ir ; Tomanov, Petra.
    In: Papers.
    RePEc:arx:papers:2102.12112.

    Full description at Econpapers || Download paper

  8. Does short selling affect the clustering of stock prices?. (2020). Sabah, Nasim ; Baig, Ahmed S.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:270-277.

    Full description at Econpapers || Download paper

  9. Price clustering in Bitcoin market—An extension. (2020). Li, Xin ; Xu, Chong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

    Full description at Econpapers || Download paper

  10. Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America. (2020). Jakob, Keith ; Rubio, German ; Castillo, Augusto.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301895.

    Full description at Econpapers || Download paper

  11. Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Das, Sougata ; Kadapakkam, Palani-Rajan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301347.

    Full description at Econpapers || Download paper

  12. Clustering and discounting in auction-style SEOs – Evidence from China. (2019). Gao, Shenghao ; Zhou, Jun ; Liu, Jinzhao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306048.

    Full description at Econpapers || Download paper

  13. Price Clustering in Bank Stocks During the Global Financial Crisis. (2019). Pacheco, Lus ; Alves, Lus ; Lobo, Jlio.
    In: Scientific Annals of Economics and Business (continues Analele Stiintifice).
    RePEc:aic:saebjn:v:66:y:2019:i:4:p:465-486:n:167.

    Full description at Econpapers || Download paper

  14. Do corporate directors €˜heap€™ dividends? Evidence on dividend rounding and information uncertainty in Australian firms. (2018). Jakob, Keith.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:43:y:2018:i:3:p:421-438.

    Full description at Econpapers || Download paper

  15. Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Tripathy, Trilochan ; Mishra, Ajay Kumar.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

    Full description at Econpapers || Download paper

  16. The impact of numerical superstition on the final digit of stock price. (2017). Liu, Yo-Chia ; Ke, Wen-Chyan ; Chen, Hueiling ; Lin, Hsiou-Wei W.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:145-157.

    Full description at Econpapers || Download paper

  17. Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine.
    In: MPRA Paper.
    RePEc:pra:mprapa:72852.

    Full description at Econpapers || Download paper

  18. Price clustering and the stability of stock prices. (2016). Griffith, Todd ; Blau, Benjamin.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:10:p:3933-3942.

    Full description at Econpapers || Download paper

  19. A new measure for heated negotiation in the IPO syndicate. (2015). Jeon, Jin Q ; Lee, Cheol Woo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:278-304.

    Full description at Econpapers || Download paper

  20. The Anomaly of 28 Days Between the Ex-Dividend and Payment Dates in Taiwanese Stock Markets. (2015). Yeats, Mark ; Liu, Jen-Chang.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:1091-1118.

    Full description at Econpapers || Download paper

  21. Price clustering in Australian water markets. (2013). Brooks, Robert ; Joymungul, Yovina ; Harris, Edwyna.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:6:p:677-685.

    Full description at Econpapers || Download paper

  22. A substitution effect between price clustering and size clustering in credit default swaps. (2013). Verousis, Thanos ; ap Gwilym, Owain ; Meng, Lei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:139-152.

    Full description at Econpapers || Download paper

  23. A re-examination of firms attributes and share returns: Evidence from the Chinese A-shares market. (2013). Boo, Yee Ling ; Ee, Mong Shan ; Chen, Cindy ; Li, Bob.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:174-181.

    Full description at Econpapers || Download paper

  24. Has political instability contributed to price clustering on Fijis stock market?. (2013). Smyth, Russell ; Narayan, Paresh.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:125-130.

    Full description at Econpapers || Download paper

  25. Share price clustering in Mexico. (2011). Narayan, Seema ; Popp, Stephan ; D'Rosario, Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:2:p:113-119.

    Full description at Econpapers || Download paper

  26. Investigating price clustering in the oil futures market. (2011). Narayan, Seema ; Popp, Stephan.
    In: Applied Energy.
    RePEc:eee:appene:v:88:y:2011:i:1:p:397-402.

    Full description at Econpapers || Download paper

  27. Price clustering and underpricing in the IPO aftermarket. (2010). Verousis, Thanos ; ap Gwilym, Owain.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:89-97.

    Full description at Econpapers || Download paper

  28. Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE?. (2009). Ruchardt, Kirsten ; Vogt, Bodo.
    In: FEMM Working Papers.
    RePEc:mag:wpaper:09016.

    Full description at Econpapers || Download paper

  29. Culture and stock price clustering: Evidence from The Peoples Republic of China. (2008). Brown, Philip ; Mitchell, Jason.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:95-120.

    Full description at Econpapers || Download paper

  30. Clustering in dividends: Do managers rely on cognitive reference points?. (2008). Aerts, Walter ; van Caneghem, Tom ; van Campenhout, Geert.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:3:p:276-284.

    Full description at Econpapers || Download paper

  31. Clustering in US Stock Prices after Decimalisation. (2008). Weston, James P. ; Ikenberry, David L..
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:1:p:30-54.

    Full description at Econpapers || Download paper

  32. Price clustering in the CAC 40 index options market. (2007). CAPELLE-BLANCARD, Gunther ; Chaudhury, MO.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:15:p:1201-1210.

    Full description at Econpapers || Download paper

  33. Influence of cultural factors on price clustering and price resistance in Chinas stock markets. (2007). Keasey, Kevin ; Cai, Charlie X..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:47:y:2007:i:4:p:623-641.

    Full description at Econpapers || Download paper

  34. An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange. (2006). Ohta, Wataru .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:3:p:1023-1039.

    Full description at Econpapers || Download paper

  35. Clustering and psychological barriers in exchange rates. (2006). Mitchell, Jason ; Izan, H. Y..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:4:p:318-344.

    Full description at Econpapers || Download paper

  36. Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU. (2006). ap Gwilym, Owain ; Thomas, Stephen ; McGroarty, Frank.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:23-49.

    Full description at Econpapers || Download paper

  37. Is stock price rounded for economic reasons in the Chinese markets?. (2006). He, Yan ; Wu, Chunchi.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:119-135.

    Full description at Econpapers || Download paper

  38. Price clustering and natural resistance points in the Dutch stock market: A natural experiment. (2006). Sonnemans, Joep.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:8:p:1937-1950.

    Full description at Econpapers || Download paper

  39. Price exhaustion and number preference: time and price confluence in Australian stock prices. (2005). Doucouliagos, Chris.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:3:p:207-221.

    Full description at Econpapers || Download paper

  40. Price rounding and bid-ask spreads before and after the decimalization. (2004). He, Yan ; Wu, Chunchi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:13:y:2004:i:1:p:19-41.

    Full description at Econpapers || Download paper

  41. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. (2003). ap Gwilym, Owain ; Alibo, Evamena .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:23:y:2003:i:7:p:647-659.

    Full description at Econpapers || Download paper

  42. Price Clustering and Natural Resistance Points in the Dutch Stock Market. (2003). Sonnemans, Joep.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20030043.

    Full description at Econpapers || Download paper

  43. The influence of cultural factors on price clustering: Evidence from Asia-Pacific stock markets. (2002). Brown, Philip ; Mitchell, Jason ; Chua, Angeline.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:3:p:307-332.

    Full description at Econpapers || Download paper

  44. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: CoFE Discussion Papers.
    RePEc:zbw:cofedp:9903.

    Full description at Econpapers || Download paper

  45. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: Finance.
    RePEc:wpa:wuwpfi:9904002.

    Full description at Econpapers || Download paper

  46. The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX. (1999). Yang, Wenyi.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:99-03.

    Full description at Econpapers || Download paper

  47. Price clustering and bid-ask spreads in international bond futures. (1998). ap Gwilym, Owain ; Thomas, Stephen ; Clare, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:3-4:p:377-391.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-13 01:35:40 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.