Search
Results: 2
A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency
We use ultra high frequency (trade by trade) data to demonstrate that equity price clustering and pricing predictability around psychologically important prices in Greece switches away from drachma-focused with the introduction...
A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency
We use ultra high frequency (trade by trade) data to demonstrate that equity price clustering and pricing predictability around psychologically important prices in Greece switches away from drachma-focused with the introduction...