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The influence of cultural factors on price clustering: Evidence from Asia-Pacific stock markets

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Cited by:

  1. Bayer, Ya'akov M. & Ruffle, Bradley J. & Shtudiner, Zeev & Zultan, Ro'i, 2018. "Costly superstitious beliefs: Experimental evidence," Journal of Economic Psychology, Elsevier, vol. 69(C), pages 30-43.
  2. Sonnemans, Joep, 2006. "Price clustering and natural resistance points in the Dutch stock market: A natural experiment," European Economic Review, Elsevier, vol. 50(8), pages 1937-1950, November.
  3. Woo, Chi-Keung & Horowitz, Ira & Luk, Stephen & Lai, Aaron, 2008. "Willingness to pay and nuanced cultural cues: Evidence from Hong Kong's license-plate auction market," Journal of Economic Psychology, Elsevier, vol. 29(1), pages 35-53, February.
  4. Owain ap Gwilym & Evamena Alibo, 2003. "Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(7), pages 647-659, July.
  5. Narayan, Paresh Kumar & Narayan, Seema & Popp, Stephan & D'Rosario, Michael, 2011. "Share price clustering in Mexico," International Review of Financial Analysis, Elsevier, vol. 20(2), pages 113-119, April.
  6. Ashton, John K. & Hudson, Robert S., 2008. "Interest rate clustering in UK financial services markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1393-1403, July.
  7. Bill M. Cai & Charlie X. Cai & Kevin Keasey, 2007. "Influence of cultural factors on price clustering and price resistance in China's stock markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 623-641, December.
  8. Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013. "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 677-685, February.
  9. Hao-Chen Liu & Mark David Witte, 2019. "Preferred Habitat, Window Dressing, or Both? Evidence From Foreign Exchange Swaps in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-20, September.
  10. Richard Chung & Ali F. Darrat & Bin Li, 2014. "Superstitions and stock trading: some new evidence," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 19(4), pages 527-538, October.
  11. Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013. "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 139-152.
  12. Mr. Jason D. Mitchell & Ms. Li L Ong, 2006. "Seasonalities in China's Stock Markets: Cultural or Structural?," IMF Working Papers 2006/004, International Monetary Fund.
  13. Zamri Ahmad & Haslindar Ibrahim & Jasman Tuyon, 2017. "Institutional investor behavioral biases: syntheses of theory and evidence," Management Research Review, Emerald Group Publishing Limited, vol. 40(5), pages 578-603, May.
  14. Wenyang Huang & Huiwen Wang & Shanshan Wang, 2021. "Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA," Papers 2103.16908, arXiv.org.
  15. Narayan, Paresh Kumar & Smyth, Russell, 2013. "Has political instability contributed to price clustering on Fiji's stock market?," Journal of Asian Economics, Elsevier, vol. 28(C), pages 125-130.
  16. Utpal Bhattacharya & Wei-Yu Kuo & Tse-Chun Lin & Jing Zhao, 2018. "Do Superstitious Traders Lose Money?," Management Science, INFORMS, vol. 64(8), pages 3772-3791, August.
  17. Wei-han Liu, 2019. "National culture effects on stock market volatility level," Empirical Economics, Springer, vol. 57(4), pages 1229-1253, October.
  18. Nicole M. Fortin & Andrew J. Hill & Jeff Huang, 2014. "Superstition In The Housing Market," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 974-993, July.
  19. Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022. "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, vol. 47(PB).
  20. Bogdan Dima & Laura Raisa MiloÅŸ, 2009. "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-41.
  21. repec:cup:judgdm:v:11:y:2016:i:3:p:243-259 is not listed on IDEAS
  22. Kong, Xiaoran & Zhang, Xueying & Yan, Cheng & Ho, Kung-Cheng, 2022. "China's historical imperial examination system and corporate social responsibility," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  23. Ya-Hui Wang & Chien-Chih Lai, 2015. "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(1), pages 113-120.
  24. Wei-han Liu, 2013. "Lunar calendar effect: evidence of the Chinese Farmer's Calendar on the equity markets in East Asia," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 18(4), pages 560-593.
  25. Jen-Chang Liu & Mark Yeats, 2015. "The Anomaly of 28 Days Between the Ex-Dividend and Payment Dates in Taiwanese Stock Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(9), pages 1091-1118, September.
  26. Yoonsoo Nam & Scott J Niblock & Elisabeth Sinnewe & Keith Jakob, 2018. "Do corporate directors ‘heap’ dividends? Evidence on dividend rounding and information uncertainty in Australian firms," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 421-438, August.
  27. Do, Quy-Toan & Phung, Tung Duc, 2006. "Superstition, family planning, and human development," Policy Research Working Paper Series 4001, The World Bank.
  28. Brown, Philip & Mitchell, Jason, 2008. "Culture and stock price clustering: Evidence from The Peoples' Republic of China," Pacific-Basin Finance Journal, Elsevier, vol. 16(1-2), pages 95-120, January.
  29. Tong V. Wang & Rogier J. D. Potter van Loon & Martijn J. van den Assem & Dennie van Dolder, 2016. "Number preferences in lotteries," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 11(3), pages 243-259, May.
  30. Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei W. & Liu, Yo-Chia, 2017. "The impact of numerical superstition on the final digit of stock price," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 145-157.
  31. Kwong Wing Chau & Danika Wright & Ervi Liusman, 2018. "The cost of a lucky price," ERES eres2018_240, European Real Estate Society (ERES).
  32. Ahn, Hee-Joon & Cai, Jun & Cheung, Yan Leung, 2005. "Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong," Journal of Financial Markets, Elsevier, vol. 8(4), pages 421-451, November.
  33. Castillo, Augusto & Rubio, German & Jakob, Keith, 2020. "Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  34. Bai, Min & Xu, Limin & Yu, Chia-Feng (Jeffrey) & Zurbruegg, Ralf, 2020. "Superstition and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  35. McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen, 2006. "Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU," Global Finance Journal, Elsevier, vol. 17(1), pages 23-49, September.
  36. Vladimir A. Pastukhov & Nikolay S. Kliman & Dmitry S. Alekseev, 2018. "Tendencies of Interaction between Russian Universities and Companies Implementing Innovative Development Programs," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 686-707.
  37. Narayan, Paresh Kumar, 2022. "Evidence of oil market price clustering during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 80(C).
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