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...

The complex networks approach has been gaining popularity in analysing investor behaviour and stock markets, but within this approach, initial public offerings (IPO) have barely been explored. We fill this gap in the literature by analysing investor clusters in the first two years after the IPO...

A study of the dates of shareholder meetings held in 2008 and 2009 reveals significant clustering. Especially on 13 June 2008, when 585 firms simultaneously held annual shareholders' meetings, accounting for 45.35% of the total market. Consequently, the Financial Supervisory Committee began to...

This study investigates the price movement characteristics of banking issuers listed on the Indonesia Stock Exchange with macroeconomic indicators as an exogenous variable. By using the k-means clustering based on the monthly rate of return, banks are classified into three clusters, lower,...

This paper builds the clustering model of measures of market microstructure features which are popular in predicting the stock returns. In a 10-second time frequency, we study the clustering structure of different measures to find out the best ones for predicting. In this way, we can predict...