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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.

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  9. Mitchell, J., 2001. Clustering and psychological barriers: The importance of numbers. The Journal of Futures Markets 21, 395-428.
    Paper not yet in RePEc: Add citation now

  10. Niederhoffer, V., 1965. Clustering of stock prices. Operations Research 13, 258-265.

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  12. Osborne, M.F.M., 1962. Periodic structure in the Brownian motion of stock prices. Operations Research 10, 345-379.

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  20. Comparing High Frequency Data of Stocks that are Traded Simultaneously in the US and Germany: Simulated Versus Empirical Data. (2011). Ruchardt, Kirsten ; Rieger, Jorg ; Vogt, Bodo.
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  22. 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

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