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Efficiency and price clustering in Islamic stocks : evidence from three Asian countries
Lobão, Júlio - In: Journal of Islamic accounting and business research 15 (2023) 1, pp. 136-152
Persistent link: https://www.econbiz.de/10014452702
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Intraday patterns of price clustering in Bitcoin
Ma, Donglian; Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25
In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in BTC/JPY transactions, and the other is how the scale of...
Persistent link: https://www.econbiz.de/10012798841
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Correlation based clustering of the Amman stock exchange
Abdoh, Hussein A. - In: International journal of economics and financial issues … 7 (2017) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
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An Empirical Examination of Clustering at Bahrain Bourse (BHB)
Aktan, Bora - 2017
Classifying the firms listed at stock exchanges basing on their similar characteristics can be put away one of the major challenges on investors' behalf in information-rich stock markets. In this paper, we discuss and examine whether the firms listed at Bahrain Bourse (BHB) can be grouped based...
Persistent link: https://www.econbiz.de/10012944699
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Tick Size Reduction and Price Clustering in a FX Order Book
Lallouache, Mehdi - 2014
We investigate the statistical properties of the EBS order book for the EUR/USD and USD/JPY currency pairs and the impact of a ten-fold tick size reduction on its dynamics. A large fraction of limit orders are still placed right at or halfway between the old allowed prices. This generates price...
Persistent link: https://www.econbiz.de/10013063436
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Corporate Actions and the Manipulation of Retail Investors in China : An Analysis of Stock Splits
Titman, Sheridan; Wei, Chishen; Bin Zhao - National Bureau of Economic Research - 2021
decline below their pre-split levels. Using account level data from the Shanghai Stock Exchange, we find that small retail …
Persistent link: https://www.econbiz.de/10012629432
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A tale of two indexes : predicting equity market downturns in China
Lleo, Sébastien; Ziemba, William T. - 2018
Persistent link: https://www.econbiz.de/10012213962
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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23
Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York … the Shanghai Stock exchange (SSE). Design/methodology/approach: The study utilizes the information share, Granger … finds that home country bias persists in the long term and in the short term the information from the Cross-listed China …
Persistent link: https://www.econbiz.de/10011886980
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First and second order instability of the Shanghai and Shenzhen share price indices
Yan, Yong Hong - 2004
Persistent link: https://www.econbiz.de/10002466216
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Executive compensation, firm performance, and corporate governance in China : evidence from firms listed in the Shanghai and Shenzhen stock exchanges
Kato, Takao (contributor); Long, Cheryl (contributor) - 2005
This paper provides evidence on how executive compensation relates to firm performance in listed firms in China. Using … comprehensive financial and accounting data on China's listed firms from 1998 to 2002, augmented by unique data on executive … cash compensation (salary and bonus) for top executives with respect to shareholder value in China. In addition, sales …
Persistent link: https://www.econbiz.de/10003225948