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Round‐number biases on trading time: Evidence from international markets

https://doi.org/10.1111/jfir.12247
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(93)90029-bopenalex-snapshot
Stealth trading and volatility
inferredcites →https://doi.org/10.1016/j.finmar.2013.05.003openalex-snapshot
Low-Latency Trading
inferredcites →https://doi.org/10.1016/j.finmar.2013.06.005openalex-snapshot
Very fast money: High-frequency trading on the NASDAQ
inferredcites →https://doi.org/10.1016/j.finmar.2013.06.006openalex-snapshot
High Frequency Trading and the New-Market Makers
inferredcites →https://doi.org/10.1016/j.finmar.2017.07.005openalex-snapshot
Permanent price impact asymmetry of trades with institutional constraints
inferredcites →https://doi.org/10.1016/j.intacc.2010.06.005openalex-snapshot
Order aggressiveness as a metric to assess the usefulness of accounting information
inferredcites →https://doi.org/10.1016/j.jbusres.2018.07.027openalex-snapshot
Round-number biases and informed trading in global markets
inferredcites →https://doi.org/10.1016/j.jbusres.2019.04.032openalex-snapshot
The price impact of trade-size clustering: Evidence from an intraday analysis
inferredcites →https://doi.org/10.1016/j.jempfin.2007.02.002openalex-snapshot
Order dynamics: Recent evidence from the NYSE
inferredcites →https://doi.org/10.1016/j.jfineco.2006.02.005openalex-snapshot
An analysis of trade-size clustering and its relation to stealth trading☆
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.002openalex-snapshot
A dynamic limit order market with fast and slow traders
inferredcites →https://doi.org/10.1016/j.jfineco.2015.03.004openalex-snapshot
Equilibrium fast trading
inferredcites →https://doi.org/10.1016/j.jfineco.2015.03.007openalex-snapshot
Are Institutions Informed About News?
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.003openalex-snapshot
Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium
inferredcites →https://doi.org/10.1017/s0022109013000100openalex-snapshot
Speculative Retail Trading and Asset Prices
inferredcites →https://doi.org/10.1017/s0022109018001096openalex-snapshot
Risk and Return in High Frequency Trading
inferredcites →https://doi.org/10.1017/s0022109020000782openalex-snapshot
Algorithmic Trading and Market Quality: International Evidence
inferredcites →https://doi.org/10.1080/01621459.1966.10482183openalex-snapshot
Market Making and Reversal on the Stock Exchange
inferredcites →https://doi.org/10.1086/467365openalex-snapshot
Clustering and Competition in Asset Markets
inferredcites →https://doi.org/10.1093/rfs/4.3.389openalex-snapshot
Stock Price Clustering and Discreteness
inferredcites →https://doi.org/10.1093/rfs/hhg030openalex-snapshot
Price Discovery and Trading After Hours
inferredcites →https://doi.org/10.1093/rfs/hhu032openalex-snapshot
High-Frequency Trading and Price Discovery
inferredcites →https://doi.org/10.1093/rfs/hhu044openalex-snapshot
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
inferredcites →https://doi.org/10.1093/rfs/hhx137openalex-snapshot
Does Algorithmic Trading Reduce Information Acquisition?
inferredcites →https://doi.org/10.1111/0034-6527.00313openalex-snapshot
Empirical Analysis of Limit Order Markets
inferredcites →https://doi.org/10.1111/j.1468-036x.2007.00410.xopenalex-snapshot
Clustering in US Stock Prices after Decimalisation
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03749.xopenalex-snapshot
Measuring the Information Content of Stock Trades
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04782.xopenalex-snapshot
Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01624.xopenalex-snapshot
Does Algorithmic Trading Improve Liquidity?
inferredcites →https://doi.org/10.1111/j.1755-053x.2009.01028.xopenalex-snapshot
Liquidity: Considerations of a Portfolio Manager
inferredcites →https://doi.org/10.1111/jofi.12185openalex-snapshot
What's Not There: Odd Lots and Market Data
inferredcites →https://doi.org/10.1111/jofi.12302openalex-snapshot
News Trading and Speed
inferredcites →https://doi.org/10.1126/science.185.4157.1124openalex-snapshot
Judgment under Uncertainty: Heuristics and Biases
inferredcites →https://doi.org/10.1142/s2010139212500140openalex-snapshot
Where is the Value in High Frequency Trading?
inferredcites →https://doi.org/10.2307/1884852openalex-snapshot
A BEHAVIORAL MODEL OF RATIONAL CHOICE

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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The round start time effect: Start time roundness drives consumers’ willingness to participate
inferred← citeshttps://doi.org/10.1016/j.najef.2026.102707openalex-snapshot
Does overnight return predict the first half-hour return for U.S. market indices?
inferred← citeshttps://doi.org/10.1080/13504851.2026.2617499openalex-snapshot
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inferred← citeshttps://doi.org/10.1111/jfir.12280openalex-snapshot
Periodicity of trading activity in foreign exchange markets
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Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study
inferred← citeshttps://doi.org/10.2139/ssrn.5807282openalex-snapshot
Intraday Time Series Reversal
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