Price clustering in bank stocks during the global financial crisis

Market anomalies are one of the most intriguing and fascinating phenomena observed in financial markets. This paper examines the incidence of price clustering in US and European bank stocks during the Global Financial Crisis. The results reveal a significant level of price clustering in European and...

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Bibliographic Details
Main Author: Lobão, Júlio (author)
Other Authors: Pacheco, Luís Miguel (author), Alves, Luís (author)
Format: article
Language:eng
Published: 2020
Subjects:
Price clustering
Financial crisis
Behavioral finance
Bovereign debt crisis
Banking industry
Online Access:http://hdl.handle.net/11328/2975
Country:Portugal
Oai:oai:repositorio.uportu.pt:11328/2975

Internet

http://hdl.handle.net/11328/2975

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