Machine over Mind? Stock price clustering in the era of algorithmic trading

Author:

Das Sougata,Kadapakkam Palani-Rajan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong;Ahn;Journal of Financial Markets,2005

2. Price clustering on the Australian stock exchange;Aitken;Pacific-Basin Finance Journal,1996

3. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading;Ap Gwilym;Journal of Futures Markets: Futures, Options, and Other Derivative Products,2003

4. Extreme price clustering in the London equity index futures and options markets;Ap Gwilym;Journal of Banking & Finance,1998

5. Price clustering on the Tokyo stock exchange;Aşçıoğlu;Financial Review,2007

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