Stock Price Clustering and Discreteness.¶
Harris, L. (1991). Stock Price Clustering and Discreteness. Review of Financial Studies, 389-415.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Primes¶
- Discretization-Induced Artifact
- Finance: tick-size artefacts — clustering of prices on round numbers and minimum increments that look like support and resistance.
This sourceMinimum tick size produces clustering of trades on round prices that becomes a genuine behavioural fact.
- Finance: tick-size artefacts — clustering of prices on round numbers and minimum increments that look like support and resistance.
Verification¶
This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.
Registry ID ref:5a8aaa29484d · see in the full table