Stock Price Clustering and Discreteness

Liquidity and Market Structure

1988 • 1,528 citations

Market Making and Reversal on the Stock Exchange

1966 • 360 citations

Periodic Structure in the Brownian Motion of Stock Prices

1962 • 355 citations

Stock splits, stock prices, and transaction costs

1988 • 309 citations

The degree of price resolution: The case of the gold market

1985 • 247 citations

A Day-End Transaction Price Anomaly

1989 • 217 citations

Liquidity , Trading Rules and Electronic Trading Systems .

1990 • 208 citations

Liquidity and Market Structure

1988 • 193 citations

Implications of the Discreteness of Observed Stock Prices

1985 • 166 citations

Clustering of Stock Prices

1965 • 156 citations

Estimation of Stock Price Variances and Serial Covariances from Discrete Observations

1990 • 151 citations

A New Look at Clustering of Stock Prices

1966 • 99 citations

Market Making and Reversal on the Stock Exchange

1966 • 74 citations

Implications of the Discreteness of Observed Stock Prices

1985 • 52 citations