文章基本信息
- 标题：Have Stock Prices become more Uniformly Distributed?
- 本地全文：下载
- 作者：Ahmed Baig ; Nasim Sabah ; Drew Winters 等
- 期刊名称：Economics Bulletin
- 电子版ISSN：1545-2921
- 出版年度：2019
- 卷号：39
- 期号：2
- 页码：1-10
- 出版社：Economics Bulletin
- 摘要：We find that: (1) prices cluster on 0¢ and 5¢, (2) prices cluster at the close and intraday, (3) intraday prices cluster more than closing prices with the difference increasing through time, and (4) price clustering declines with time. Our results suggest several paths for future research.
