Price clustering in stocks from the WIG 20 index
P Miłobędzki - Contemporary Trends and Challenges in Finance …, 2020 - Springer
Using the transaction data on stocks included in the Warsaw Stock Exchange index WIG 20
from May to September 2017 I find that their prices tend to cluster on certain final digits as 0 …
from May to September 2017 I find that their prices tend to cluster on certain final digits as 0 …
The Accuracy of Trade Classific ation Rules for the Selected CEE Stock Exchanges
S Nowak - Contemporary Trends and Challenges in Finance …, 2020 - Springer
We assess the accuracy of the popular trade classification rules—the tick (T), the reverse tick
(RT), the quote (Q), the Lee and Ready (LR) and the Ellis, Michaely and O'Hara (EMO) rules …
(RT), the quote (Q), the Lee and Ready (LR) and the Ellis, Michaely and O'Hara (EMO) rules …
The components of bid-ask spread on the Warsaw Stock Exchange
P Miłobędzki, S Nowak - Handbook of Banking and Finance in …, 2022 - elgaronline.com
The difference between what a buyer must pay and a seller must receive at the same time to
conclude a transaction, the bid–ask spread, has long been regarded as an indicator of …
conclude a transaction, the bid–ask spread, has long been regarded as an indicator of …