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Trading price jump clusters in foreign exchange markets
Novotný, Jan; Petrov, Dmitri; Urga, Giovanni - In: Journal of financial markets 24 (2015), pp. 66-92
Persistent link: https://www.econbiz.de/10011477244
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Investment in innovation and stock price behavior : lessons from the US financial crisis : research findings
Zhang, Shu - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011535312
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Innovation output and idiosyncratic volatility : US evidence
Alshammasi, Naji Mohammad; Almomen, Adel Abdulkarim - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17
rents; however, there is limited evidence regarding the impact of innovation on risk. We shed new light on how firms …' involvement in innovation activities impacts their volatility, particularly their idiosyncratic volatility. In this paper, we … empirically examine the effect of innovation on idiosyncratic volatility. To do so, we empirically examine the impact of …
Persistent link: https://www.econbiz.de/10014295263
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The clustering of extreme movements : stock prices and the weather
Malkiel, Burton G.; Saha, Atanu; Grecu, Alex - 2009
Persistent link: https://www.econbiz.de/10003920790
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Price clustering and natural resistance points in the Dutch stock market
Sonnemans, Joep - 2003
The main contribution of this study is the finding that round numbers can act aspricebarriers for individual stocks. In addition, a first step is made to explain this and therelated phenomena of round number clustering by testing two competing hypotheses,using data from the Dutch stock market...
Persistent link: https://www.econbiz.de/10011333894
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Clustering of trade prices by high-frequency and non-high-frequency trading firms
Davis, Ryan L.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 421-433
Persistent link: https://www.econbiz.de/10010363570
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Share price clustering in Mexico
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: International review of financial analysis 20 (2011) 2, pp. 113-119
Persistent link: https://www.econbiz.de/10009295840
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Clustering on the Same News Sources in an Asset Market
Larson, Nathan - 2011
We study the incentives to acquire information from exclusive news sources versus information from popular sources in a CARA-normal asset market. Each trader is able to observe one of a finite number of news sources. Clustering on the most precise source can happen for two reasons. One is...
Persistent link: https://www.econbiz.de/10013121514
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Share Price Clustering in Mexico
Narayan, Paresh Kumar - 2012
In this paper, we test the share price clustering phenomena and its determinants for the Mexican share market. We consider the top-12 listed companies. We observe cases of significant price clustering behaviour in the Mexican share market. Our analysis of the determinants of price clustering...
Persistent link: https://www.econbiz.de/10013105381
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A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013167755