Price clustering : evidence using comprehensive limit-order data
Year of publication: |
2009
|
---|---|
Authors: | Chiao, Chaoshin ; Wang, Zi-may |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 44.2009, 1, p. 1-29
|
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Clusteranalyse | Cluster analysis | Taiwan |
-
The Clustering of Shareholders’ Meeting Dates in Taiwanese Stock Markets
Liu, Jen-Chang, (2015)
-
Multiscale partial correlation clustering of stock market returns
Michis, Antonis A., (2022)
-
Friendship of stock market indices : a cluster-based investigation of stock markets
Nagy, László, (2018)
- More ...
-
Order submission behaviors and opening price behaviors : evidence from an emerging market
Chiao, Chaoshin, (2009)
-
Chiao, Chaoshin, (2007)
-
Order cancellations across investor groups: evidence from an emerging order-driven market
Chiao, Chaoshin, (2017)
- More ...