Price Clustering is the phenomenon in financial markets where asset prices or transaction prices tend to concentrate at specific numerical levels or multiples, often reflecting rounding behavior, tick size constraints, or psychological pricing biases among market participants.
136
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7.9K
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267
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192
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Publications per year
2017–2026
31
Parents
Publications
136
Stock Price Clustering and Discreteness
Lawrence Harris · Review of Financial Studies · 1991 · 599 citations
Andrew Urquhart · Economics Letters · 2017 · 358 citations
1–5 of 136
Authors
267
- OA
10
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- RA
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- BF
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1–5 of 267
Institutions
192
University of Mississippi
Oxford, United States
7 h-index
14 publications
431 citations
University of Southampton
Southampton, United Kingdom
6 h-index
11 publications
757 citations
Utah State University
Logan, United States
5 h-index
6 publications
182 citations
Bangor University
Bangor, United Kingdom
5 h-index
8 publications
118 citations
Monash University
Melbourne, Australia
4 h-index
7 publications
145 citations
Deakin University
Burwood, Australia
4 h-index
5 publications
243 citations
University of Illinois Urbana-Champaign
Urbana, United States
4 h-index
8 publications
852 citations
University of Wales
Cardiff, United Kingdom
3 h-index
5 publications
99 citations
1–8 of 192
Venues
- Physica A Statistical Mechanics and its Applications
15 publications · 681 citations
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- SSRN Electronic Journal
Repository · 15 publications · 341 citations
11
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- Journal of Futures Markets
8 publications · 350 citations
8
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- Journal of Banking & Finance
4 publications · 219 citations
4
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- International Review of Financial Analysis
IRFA · 4 publications · 97 citations
4
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