Ahn, H.J. ; Cai, J. ; Cheung, Y.L. Price clustering on the limit-order book: Evidence from the stock exchange of Hong Kong. 2005 J. Financial Mark.. 8 421-451
- Ap Gwilym, O. ; Clare, A. ; Thomas, S. Extreme price clustering in the London equity index futures and options markets. 1998 J. Bank. Financ.. 22 1193-1206
Paper not yet in RePEc: Add citation now
Aşçıoğlu, A. ; Comerton-Forde, C. ; McInish, T.H. Price clustering on the tokyo stock exchange. 2007 Financ. Rev.. 42 289-301
Baig, A. ; Blau, B.M. ; Sabah, N. Price clustering and sentiment in bitcoin. 2019 Finance Res. Lett.. 29 111-116
Ball, C.A. ; Torous, W.N. ; Tschoegl, A.E. The degree of price resolution: The case of the gold market. 1985 J. Futures Mark.. 5 29-43
Bhattacharya, U. ; Holden, C.W. ; Jacobsen, S. Penny wise, dollar foolish: Buy–sell imbalances on and around round numbers. 2012 Manage. Sci.. 58 413-431
Bhattacharya, U. ; Kuo, W.Y. ; Lin, T.C. ; Zhao, J. Do superstitious traders lose money?. 2018 Manage. Sci.. 64 3772-3791
Brogaard, J. ; Hendershott, T. ; Riordan, R. Price discovery without trading: Evidence from limit orders. 2019 J. Finance. 74 1621-1658
- Cao, C. ; Hansch, O. ; Wang, X. The information content of an open limit-order book. 2009 J. Futures Mark.. 29 16-41
Paper not yet in RePEc: Add citation now
Christie, W.G. ; Schultz, P.H. Why do NASDAQ market makers avoid odd-eighth quotes?. 1994 J. Finance. 49 1813-1840
Fortin, N.M. ; Hill, A.J. ; Huang, J. Superstition in the housing market. 2014 Econ. Inq.. 52 974-993
- Goettler, R.L. ; Parlour, C.A. ; Rajan, U. Informed traders and limit order markets. 2009 J. Financ. Econ.. 93 67-87
Paper not yet in RePEc: Add citation now
Griffin, J.M. ; Hirschey, N. ; Kruger, S. Do municipal bond dealers give their customers “fair and reasonable” pricing?. 2023 J. Finance. 78 887-934
Harris, L. Stock price clustering and discreteness. 1991 Rev. Financ. Stud.. 4 389-415
Hautsch, N. ; Huang, R. The market impact of a limit order. 2012 J. Econom. Dynam. Control. 36 501-522
Hu, B. ; McInish, T. ; Miller, J. ; Zeng, L. Intraday price behavior of cryptocurrencies. 2019 Finance Res. Lett.. 28 337-342
Ikenberry, D.L. ; Weston, J.P. Clustering in US stock prices after decimalisation. 2008 Eur. Financial Manag.. 14 30-54
Kahn, C. ; Pennacchi, G. ; Sopranzetti, B. Bank deposit rate clustering: Theory and empirical evidence. 1999 J. Finance. 54 2185-2214
Kuo, W.-Y. ; Lin, T.-C. ; Zhao, J. Cognitive limitation and investment performance: Evidence from limit order clustering. 2015 Rev. Financ. Stud.. 28 838-875
Li, X. ; Li, S. ; Xu, C. Price clustering in bitcoin market—An extension. 2020 Finance Res. Lett.. 32 -
Ma, D. ; Tanizaki, H. Intraday patterns of price clustering in bitcoin. 2022 Financial Innov.. 8 1-25
Mbanga, C.L. The day-of-the-week pattern of price clustering in bitcoin. 2019 Appl. Econ. Lett.. 26 807-811
Menkhoff, L. ; Osler, C.L. ; Schmeling, M. Limit-order submission strategies under asymmetric information. 2010 J. Bank. Financ.. 34 2665-2677
Ng, T. ; Chong, T. ; Du, X. The value of superstitions. 2010 J. Econ. Psychol.. 31 293-309
Niederhoffer, V. Clustering of stock prices. 1965 Oper. Res.. 13 258-265
Nikiforov, A. ; Pilotte, E. Macroeconomic announcements and the distribution of price-endings in the U.S. treasury market. 2017 Financ. Rev.. 52 69-100
Palmon, O. ; Smith, B. ; Sopranzetti, B. Clustering in real estate prices: Determinants and consequences. 2004 J. Real Estate Res.. 26 115-136
Pascual, R. ; Pascual-Fuster, B. The relative contribution of ask and bid quotes to price discovery. 2014 J. Financial Mark.. 20 129-150
Quiroga-Garcia, R. ; Pariente-Martinez, N. ; Arenas-Parra, M. Evidence for round number effects in cryptocurrencies prices. 2022 Finance Res. Lett.. 47 -
Schwartz, A.L. ; Van Ness, B.F. ; Van Ness, R.A. Clustering in the futures market: Evidence from S&P 500 futures contracts. 2004 J. Futures Mark.. 24 413-428
Sopranzetti, B.J. ; Datar, V. Price clustering in foreign exchange spot markets. 2002 J. Financial Mark.. 5 411-417
Urquhart, A. Price clustering in bitcoin. 2017 Econom. Lett.. 159 145-148
Verousis, T. ; Ap Gwilym, O. Trade size clustering and the cost of trading at the London stock exchange. 2013 Int. Rev. Financ. Anal.. 27 91-102
Woo, C.K. ; Horowitz, I. ; Luk, S. ; Lai, A. Willingness to pay and nuanced cultural cues: Evidence from Hong Kong’s license-plate auction market. 2008 J. Econ. Psychol.. 29 35-53