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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

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

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

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

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

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

An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books

Chung, Huimin - 2012

This paper investigates the market microstructure of the Shanghai and Shenzhen Stock Exchanges. The two major Chinese …

Persistent link: https://www.econbiz.de/10013106791

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

First and second order instability of the Shanghai and Shenzhen share price indices

Yan, Yong Hong - 2004

Persistent link: https://www.econbiz.de/10002466216

Co-Movement Behaviour of Stock Prices of Shanghai Stock Exchange

Khandaker, Sarod - 2015

This paper analyses the Shanghai Stock Exchange (SSE) co-movement behaviour from January 2001 till December 2011. The … significant macroeconomics events to support the tendency of the Shanghai Stock Exchange synchronous behaviour during the sample …

Persistent link: https://www.econbiz.de/10014131111