Round-number biases and informed trading in global markets

Author:

Chen Tao

Funder

University of Macau

Publisher

Elsevier BV

Subject

Marketing

Reference37 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988

2. An analysis of trade-size clustering and its relation to stealth trading;Alexander;Journal of Financial Economics,2007

3. Round prices and price rigidity: Evidence from outlawing odd prices;Ater;Journal of Economics Behavior & Organization,2017

4. The impact of trades on daily volatility;Avramov;Review of Financial Studies,2006

5. Stealth trading and volatility: Which trades move prices?;Barclay;Journal of Financial Economics,1993

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