Round numbers, clustering and reflective barriers in the stock market

Fil: Afflitto, Bernardo. Universidad de San Andrés. Departamento de Economía; Argentina.

Detalles Bibliográficos
Autores principales: Afflitto, Bernardo, Macedo Guevara, Facundo
Otros Autores: Aromí, Daniel
Formato: Tesis Tesis de grado updatedVersion
Lenguaje:Inglés
Publicado: Universidad de San Andrés. Departamento de Economía 2020
Acceso en línea:http://hdl.handle.net/10908/16993
Aporte de:
Repositorio Digital - Universidad de San Andrés (UdeSa) de Universidad de San Andrés
id I37-R143-10908-16993
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spelling I37-R143-10908-169932025-01-20T15:22:41Z Round numbers, clustering and reflective barriers in the stock market Afflitto, Bernardo Macedo Guevara, Facundo Aromí, Daniel Fil: Afflitto, Bernardo. Universidad de San Andrés. Departamento de Economía; Argentina. Fil: Macedo Guevara, Facundo. Universidad de San Andrés. Departamento de Economía; Argentina. In an attempt to analyze the random walk hypothesis as the process governing the behaviour of financial asset prices, we study the presence of clustering as well as support and resistance barriers in price series through a number of statistical tests on a sample of 100 companies belonging to the S&P 500. According to our results, there seems to be a significant level of clustering at round numbered price levels, a conclusion aligned with previous literature. However, further tests indicate we cannot assert the existence of barriers. 2020-03-09T16:18:07Z 2020-03-09T16:18:07Z 2019-01 Tesis info:eu-repo/semantics/bachelorThesis info:ar-repo/semantics/tesis de grado info:eu-repo/semantics/updatedVersion Afflitto, B. y Macedo Guevara, F. (2019). Round numbers, clustering and reflective barriers in the stock market. [Tesis de grado, Universidad de San Andrés. Departamento de Economía]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/16993 http://hdl.handle.net/10908/16993 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía
institution Universidad de San Andrés
institution_str I-37
repository_str R-143
collection Repositorio Digital - Universidad de San Andrés (UdeSa)
language Inglés
description Fil: Afflitto, Bernardo. Universidad de San Andrés. Departamento de Economía; Argentina.
author2 Aromí, Daniel
author_facet Aromí, Daniel
Afflitto, Bernardo
Macedo Guevara, Facundo
format Tesis
Tesis de grado
Tesis de grado
updatedVersion
author Afflitto, Bernardo
Macedo Guevara, Facundo
spellingShingle Afflitto, Bernardo
Macedo Guevara, Facundo
Round numbers, clustering and reflective barriers in the stock market
author_sort Afflitto, Bernardo
title Round numbers, clustering and reflective barriers in the stock market
title_short Round numbers, clustering and reflective barriers in the stock market
title_full Round numbers, clustering and reflective barriers in the stock market
title_fullStr Round numbers, clustering and reflective barriers in the stock market
title_full_unstemmed Round numbers, clustering and reflective barriers in the stock market
title_sort round numbers, clustering and reflective barriers in the stock market
publisher Universidad de San Andrés. Departamento de Economía
publishDate 2020
url http://hdl.handle.net/10908/16993
work_keys_str_mv AT afflittobernardo roundnumbersclusteringandreflectivebarriersinthestockmarket
AT macedoguevarafacundo roundnumbersclusteringandreflectivebarriersinthestockmarket
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