Nothing Special   »   [go: up one dir, main page]
create a website
Clustered Pricing in the Corporate Loan Market: Theory and Empirical Evidence. (2016). Chaudhry, Sajid Mukhtar ; Nandeibam, Shasi ; Bajoori, Elnaz.
In: Department of Economics Working Papers.
RePEc:eid:wpaper:58151.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 29

References cited by this document

Cocites: 63

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ashton, J. K., Hudson, R. S., 2008. Interest rate clustering in UK financial services markets. Journal of Banking and Finance 25, 1393–1403.

  2. Ball, C. A., Torouse, W., Tschoegl, A., 1985. The degree of price resolution: The case of gold market. Journal of Futures Markets 5, 29–43.

  3. Beck, T., 2012. The role of finance in economic development - benefits, risks, and politics. In: Oxford Handbook of Capitalism. Muller, D. (Ed.), Oxford: Oxford Handbooks Online), pp. 895–934.
    Paper not yet in RePEc: Add citation now

  4. Berger, A., Udell, G., 1990. Collateral, loan quality and bank risk. Journal of Monetary Economics 21 (1), 21–42.

  5. Carey, M., . N. G., 2007. Is the coroprate loan market globally integrated? A pricing puzzle.

  6. Chateauneuf, A., Eichberger, J., Grant, S., 2007. Choice under uncertainty with the best and worst in mind: Neo-additive capacities. Journal of Economic Theory 137 (1), 538–567.

  7. Chatterjee, K., Lee, C. C., 1998. Bargaining and search wwith incomplete information about outside options. Games and Economics Behavior 22 (2), 203–237.

  8. Chaudhry, S. M., Kleimeier, S., 2015. lead arranger reputation and the structure of loan syndicates. Journal of International Financial Markets, Institutions and Money 38, 116–126.

  9. Chen, H., Ritter, R. J., 2000. The seven percent solution. Journal of Finance 55 (3), 1105–1131.

  10. Christie, W. G., Harris, H., Schulz, P. H., 1994. Why did NASDAQ market makers stop avoavoid odd-eighth quotes. Journal of Finance 49, 1841–1860.

  11. Colwell, P., Rushing, P., Young, K., 1990. The rounding of appraisal estimates. Illinois Real Estate Letter.
    Paper not yet in RePEc: Add citation now
  12. Dennis, S. A., Mullineaux, D. J., 2000. Syndicated loans. Journal of Financial Intermediation 9 (4), 404–426.
    Paper not yet in RePEc: Add citation now
  13. Goodhart, C., Currio, R., 1990. Asset price discovery and price clustering in the foreign exchange market. Working Paper, London School of Economics.
    Paper not yet in RePEc: Add citation now

  14. Gorton, G., Pennacchi, G., 1995. Banks and loan sales: Marketing non-marketable assets. Journal of Monetary Economics 35, 389–411.

  15. Harris, L., 1991. Stock price clustering and discreteness. The Review of Financial Studies 4, 389– 415.

  16. Ibbotson, R., Jaffe, J., 1975. ‘hot issue’ markets. Journal of Finance 30, 1027–1042.
    Paper not yet in RePEc: Add citation now

  17. Ibbotson, R., Sindelar, J., Ritter, J., 1994. The market’s problem with the pricing of initial public offerings. Journal of Applied Corporate Fianance 7 (1), 66–74.

  18. Ikenberry, D. L., Weston, J. P., 2007. Clustering in US stock prices after decimalization. European Financial Management 14 (1), 30–54.
    Paper not yet in RePEc: Add citation now

  19. Indersta, R., Mueller, H., 2007. A lender-based theory of collateral. Journal of Financial Economics 84, 826–859.

  20. Ivashina, V., 2009. Asymmetric information effects on loan spreads. Journal of Financial Economics 92 (2), 300–319.

  21. Jimenez, G., Saurina, J., 2004. Collateral, type of lender and relationship banking as determinants of credit risk. Journal of Banking and Finance 28 (9), 21912212.

  22. Kahn, C., Pennacchi, G., Sopranzetti, B., 1999. Bank deposit rate clustering: Theory and empirical evidence. Journal of Finance 54, 2185–2214.

  23. Kandel, S., Sarig, O., Whol, A., 2001. Do investors prefer round stock prices? Evidence from Israeli IPI auctions. Journal of Banking and Finance 25 (8), 1543–2214.

  24. Kleimeier, S., Chaudhry, S. M., 2013. Negotiation and the clustering of ccorporate loan spreads. Maastricht University Working Paper RM/13/012.

  25. Levine, R., 2005. Finance and growth: Theory and evidence. In: Handbook of economic growth. Aghion, P. and Durlauf, S.N. (Eds.), Amsterdam: Elsevier), pp. 895–934.

  26. Niederhoffer, V., 1966. A new look at clustering of stock prices. Journal of Business 39 (2), 390–413.
    Paper not yet in RePEc: Add citation now
  27. Olszweski, W., 2007. Preferences over sets of lotteries. Review of Economic Studies 74 (2), 567–595.
    Paper not yet in RePEc: Add citation now

  28. Sopranzetti, B. J., Datar, V., 2002. Price clustering in foreign exchange spot markets. Journal of Financial Markets 5 (4), 411–417.

  29. Sufi, A., 2007. Information asymmetry and financing arrangements: Evidence from syndicated loans. Journal of Finance 62 (2), 629–668.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle. (2022). Bohatkiewicz-Czaicka, Joanna ; Sawik, Anna.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:2:p:28-:d:732416.

    Full description at Econpapers || Download paper

  2. Forty years of the Journal of Futures Markets: A bibliometric overview. (2021). Kumar, Satish ; Baker, Kent H ; Pandey, Nitesh.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1027-1054.

    Full description at Econpapers || Download paper

  3. Applying Benford’s Law to Detect Accounting Data Manipulation in the Banking Industry. (2021). Papanikolaou, Nikolaos ; Grammatikos, Theoharry.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:59:y:2021:i:1:d:10.1007_s10693-020-00334-9.

    Full description at Econpapers || Download paper

  4. The round number heuristic and entrepreneur crowdfunding performance. (2021). Pursiainen, Vesa ; Lin, Tse-Chun.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000146.

    Full description at Econpapers || Download paper

  5. Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir.
    In: Papers.
    RePEc:arx:papers:2102.12112.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Does short selling affect the clustering of stock prices?. (2020). Sabah, Nasim ; Baig, Ahmed S.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:270-277.

    Full description at Econpapers || Download paper

  8. Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618.

    Full description at Econpapers || Download paper

  9. Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

    Full description at Econpapers || Download paper

  10. Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Kadapakkam, Palani-Rajan ; Das, Sougata .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301347.

    Full description at Econpapers || Download paper

  11. Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou.
    In: Working Papers.
    RePEc:ris:crcrmw:2019_003.

    Full description at Econpapers || Download paper

  12. Do Superstitious Traders Lose Money?. (2019). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu.
    In: HKUST IEMS Working Paper Series.
    RePEc:hku:wpaper:201962.

    Full description at Econpapers || Download paper

  13. Clustering and discounting in auction-style SEOs – Evidence from China. (2019). Zhou, Jun ; Gao, Shenghao ; Liu, Jinzhao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306048.

    Full description at Econpapers || Download paper

  14. Price clustering and economic freedom: The case of cross-listed securities. (2019). Blau, Benjamin M ; Baig, Ahmed S ; Whitby, Ryan J.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:50:y:2019:i:c:p:1-12.

    Full description at Econpapers || Download paper

  15. Clustered pricing in the corporate loan market: Theory and empirical evidence. (2019). Nandeibam, Shasi ; Bajoori, Elnaz ; Chaudhry, Sajid M.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:275-296.

    Full description at Econpapers || Download paper

  16. Intraday price behavior of cryptocurrencies. (2019). Zeng, LI ; Miller, Jonathan ; McInish, Thomas ; Hu, Bill.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:337-342.

    Full description at Econpapers || Download paper

  17. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

    Full description at Econpapers || Download paper

  18. Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market. (2018). el Mouaaouy, Florian.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:24:y:2018:i:7-8:p:565-583.

    Full description at Econpapers || Download paper

  19. A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965.

    Full description at Econpapers || Download paper

  20. A High-Frequency Analysis of Price Resolution and Pricing Barriers in Equities on the Adoption of a New Currency. (2018). Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark ; Alexakis, Christos.
    In: Post-Print.
    RePEc:hal:journl:hal-01994666.

    Full description at Econpapers || Download paper

  21. Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Mishra, Ajay Kumar ; Tripathy, Trilochan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

    Full description at Econpapers || Download paper

  22. The cost of a lucky price. (2018). Liusman, Ervi ; Wright, Danika ; Chau, Kwong Wing.
    In: ERES.
    RePEc:arz:wpaper:eres2018_240.

    Full description at Econpapers || Download paper

  23. Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2017-03.

    Full description at Econpapers || Download paper

  24. Price clustering in Bitcoin. (2017). Urquhart, Andrew.
    In: Economics Letters.
    RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

    Full description at Econpapers || Download paper

  25. The impact of numerical superstition on the final digit of stock price. (2017). Ke, Wen-Chyan ; Liu, Yo-Chia ; Lin, Hsiou-Wei W ; Chen, Hueiling .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:145-157.

    Full description at Econpapers || Download paper

  26. Clustered Pricing in the Corporate Loan Market: Theory and Empirical Evidence. (2016). Chaudhry, Sajid Mukhtar ; Nandeibam, Shasi ; Bajoori, Elnaz.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:58151.

    Full description at Econpapers || Download paper

  27. Price clustering and the stability of stock prices. (2016). Blau, Benjamin ; Griffith, Todd G.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:10:p:3933-3942.

    Full description at Econpapers || Download paper

  28. TRADE SIZE CLUSTERING IN THE E-MINI INDEX FUTURES MARKETS. (2016). Wang, Qin ; Zhang, Jun.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:39:y:2016:i:3:p:247-262.

    Full description at Econpapers || Download paper

  29. The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian.
    In: MPRA Paper.
    RePEc:pra:mprapa:65484.

    Full description at Econpapers || Download paper

  30. Price dynamics and market liquidity: An intraday event study on Euronext. (2015). Mazza, Paolo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:139-153.

    Full description at Econpapers || Download paper

  31. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

    Full description at Econpapers || Download paper

  32. The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

    Full description at Econpapers || Download paper

  33. A new measure for heated negotiation in the IPO syndicate. (2015). Jeon, Jin Q ; Lee, Cheolwoo .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:278-304.

    Full description at Econpapers || Download paper

  34. The influence of product age on pricing decisions: An examination of bank deposit interest rate setting. (2014). Hudson, Robert ; Ashton, john ; Anderson, Robert ; Anderson, Robert D. J., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:216-230.

    Full description at Econpapers || Download paper

  35. What makes carbon traders cluster their orders?. (2014). Pardo, Angel ; Palao, Fernando .
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

    Full description at Econpapers || Download paper

  36. Negotiation and the clustering of corporate loan spreads. (2013). Kleimeier, Stefanie ; Chaudhry S. M., ; Kleimeier S., .
    In: Research Memorandum.
    RePEc:unm:umagsb:2013012.

    Full description at Econpapers || Download paper

  37. Price clustering in Australian water markets. (2013). Brooks, Robert ; Harris, Edwyna ; Joymungul, Yovina .
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:6:p:677-685.

    Full description at Econpapers || Download paper

  38. The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting. (2013). Hudson, Robert ; Ashton, john ; Anderson, Robert ; Robert D. J. Anderson, .
    In: Working Papers.
    RePEc:bng:wpaper:13014.

    Full description at Econpapers || Download paper

  39. The relative influence of price and choice factors on retail deposit quantities. (2013). Ashton, john ; Gregoriou, Andros ; Healy, Jerome V..
    In: Working Papers.
    RePEc:bng:wpaper:13006.

    Full description at Econpapers || Download paper

  40. Do Depositors Benefit from Bank Mergers? An Examination of the UK Deposit Market. (2012). Ashton, john.
    In: International Journal of the Economics of Business.
    RePEc:taf:ijecbs:v:19:y:2012:i:1:p:1-23.

    Full description at Econpapers || Download paper

  41. Libor manipulation?. (2012). Metz, Albert D. ; Abrantes-Metz, Rosa M. ; Kraten, Michael ; Seow, Gim S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:136-150.

    Full description at Econpapers || Download paper

  42. Assessing price clustering in European Carbon Markets. (2012). Pardo, Angel ; Palao, Fernando .
    In: Applied Energy.
    RePEc:eee:appene:v:92:y:2012:i:c:p:51-56.

    Full description at Econpapers || Download paper

  43. The Influence of Banking Centralisation on Depositors: Regional Heterogeneities in the Transmission of Monetary Policy. (2012). Ashton, john ; Gregoriou, Andros.
    In: Working Papers.
    RePEc:bng:wpaper:12005.

    Full description at Econpapers || Download paper

  44. Listing Specialization and Pricing Precision. (2010). Salter, Sean ; Johnson, Ken ; King, Ernest .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:3:p:245-259.

    Full description at Econpapers || Download paper

  45. Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market. (2009). Hudson, Robert ; Ashton, John K.
    In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
    RePEc:uea:ueaccp:2009_08.

    Full description at Econpapers || Download paper

  46. Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE?. (2009). Vogt, Bodo ; Ruchardt, Kirsten .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:09016.

    Full description at Econpapers || Download paper

  47. Culture and stock price clustering: Evidence from The Peoples Republic of China. (2008). Mitchell, Jason ; Brown, Philip.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:95-120.

    Full description at Econpapers || Download paper

  48. Clustering in dividends: Do managers rely on cognitive reference points?. (2008). van Campenhout, Geert ; Aerts, Walter ; Van Caneghem, Tom .
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:3:p:276-284.

    Full description at Econpapers || Download paper

  49. Clustering in US Stock Prices after Decimalisation. (2008). Ikenberry, David L. ; Weston, James P..
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:1:p:30-54.

    Full description at Econpapers || Download paper

  50. Price clustering in the CAC 40 index options market. (2007). CAPELLE-BLANCARD, Gunther ; Chaudhury, MO.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:15:p:1201-1210.

    Full description at Econpapers || Download paper

  51. Influence of cultural factors on price clustering and price resistance in Chinas stock markets. (2007). Cai, Bill M. ; Keasey, Kevin.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:47:y:2007:i:4:p:623-641.

    Full description at Econpapers || Download paper

  52. The Market for New Issues: Impact of Offering Price on Price Support and Underpricing. (2006). Wang, Xiaoli ; Venezian, Emilio ; Sopranzetti, Ben.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:2:p:165-176.

    Full description at Econpapers || Download paper

  53. Price clustering and discreteness: is there chaos behind the noise?. (2005). Antoniou, Antonios ; Vorlow, Constantinos E..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:348:y:2005:i:c:p:389-403.

    Full description at Econpapers || Download paper

  54. Price Clustering and Discreteness: Is there Chaos behind the Noise?. (2004). Vorlow, Costas ; Antoniou, Antonios .
    In: Papers.
    RePEc:arx:papers:cond-mat/0407471.

    Full description at Econpapers || Download paper

  55. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. (2003). ap Gwilym, Owain ; Alibo, Evamena .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:23:y:2003:i:7:p:647-659.

    Full description at Econpapers || Download paper

  56. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:58:y:2003:i:5:p:1791-1820.

    Full description at Econpapers || Download paper

  57. Clustering of Trading Activity in the DAX Index Options Market. (2001). Lazarov, Zdravetz ; Koch, Alexander K.
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:302001.

    Full description at Econpapers || Download paper

  58. Currency orders and exchange-rate dynamics: explaining the success of technical analysis. (2001). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:125.

    Full description at Econpapers || Download paper

  59. Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation1. (1999). Hasbrouck, Joel .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:2:y:1999:i:1:p:1-28.

    Full description at Econpapers || Download paper

  60. Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and Estimation. (1998). Hasbrouck, Joel .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:98-042.

    Full description at Econpapers || Download paper

  61. Clustering and Competition in Asset Markets.. (1997). Grossman, Sanford.
    In: Journal of Law and Economics.
    RePEc:ucp:jlawec:v:40:y:1997:i:1:p:23-60.

    Full description at Econpapers || Download paper

  62. Bank deposit rate clustering: theory and empirical evidence. (1996). Pennacchi, George ; Kahn, Charles ; Sopranzetti, Ben.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9604.

    Full description at Econpapers || Download paper

  63. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-31 14:00:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.