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Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh.
In: Journal of Behavioral and Experimental Finance.
RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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Documents in RePEc which have cited the same bibliography

  1. Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

    Full description at Econpapers || Download paper

  2. Dynamic portfolio optimization with inverse covariance clustering. (2023). Wang, Yuanrong ; Aste, Tomaso.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117701.

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  3. Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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  4. Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Wang, Yuanrong ; Aste, Tomaso.
    In: Papers.
    RePEc:arx:papers:2112.15499.

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  5. Modeling Price Clustering in High-Frequency Prices. (2021). Hol, Vladim'Ir ; Tomanov, Petra.
    In: Papers.
    RePEc:arx:papers:2102.12112.

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  6. Accounting Information Quality and the Clustering of Stock Prices. (2020). Blau, Benjamin ; Hao, Jie ; Baig, Ahmed.
    In: American Business Review.
    RePEc:ris:ambsrv:0010.

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  7. Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Das, Sougata ; Kadapakkam, Palani-Rajan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301347.

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  8. Price clustering and economic freedom: The case of cross-listed securities. (2019). Blau, Benjamin ; Whitby, Ryan J ; Baig, Ahmed S.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:50:y:2019:i:c:p:1-12.

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  9. Price and trade size clustering: Evidence from the national stock exchange of India. (2018). Tripathy, Trilochan ; Mishra, Ajay Kumar.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:63-72.

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  10. The reactions to on-air stock reports: Prices, volume, and order submission behavior. (2017). Lee, Cheng Few ; Lin, Tung-Ying ; Chiao, Chaoshin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:44:y:2017:i:c:p:27-46.

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  11. Price clustering in Bitcoin. (2017). Urquhart, Andrew.
    In: Economics Letters.
    RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148.

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  12. The impact of numerical superstition on the final digit of stock price. (2017). Liu, Yo-Chia ; Ke, Wen-Chyan ; Chen, Hueiling ; Lin, Hsiou-Wei W.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:145-157.

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  13. Limited cognition and clustered asset prices: Evidence from betting markets. (2016). Yang, Fuyu ; Brown, Alasdair.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:29:y:2016:i:c:p:27-46.

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  14. A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns. (2016). Ikeda, Shin ; Zhang, Yan.
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  15. The Effect of Limit Order Book Information on Investors with Different Risk Attitudes. (2015). Wang, Ya-Hui ; Lai, Chien-Chih .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:9:y:2015:i:1:p:113-120.

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  16. The prospect of a perfect ending: Loss aversion and the round-number bias. (2015). Fraser-MacKenzie, P ; Sung, M.
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  17. Tick size reduction and price clustering in a FX order book. (2014). Lallouache, Mehdi ; Abergel, Frederic.
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  18. Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets. (2013). Yang, Fuyu ; Brown, Alasdair.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
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  19. A substitution effect between price clustering and size clustering in credit default swaps. (2013). Verousis, Thanos ; ap Gwilym, Owain ; Meng, Lei.
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  20. Trade size clustering and the cost of trading at the London Stock Exchange. (2013). Verousis, Thanos ; ap Gwilym, Owain.
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  21. Has political instability contributed to price clustering on Fijis stock market?. (2013). Smyth, Russell ; Narayan, Paresh.
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  22. Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers. (2012). Bhattacharya, Utpal ; Jacobsen, Stacey ; Holden, Craig W..
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  23. Technical analyses and order submission behaviors: Evidence from an emerging market. (2012). Wang, Zi-Mei ; Chang, Ya-Ting ; Chiao, Chaoshin.
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  24. Clustering in crude oil prices and the target pricing zone hypothesis. (2012). Crain, Susan ; Kaminski, Vincent ; Bharati, Rakesh.
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  25. Share price clustering in Mexico. (2011). Narayan, Seema ; Popp, Stephan ; D'Rosario, Michael.
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  26. Interest Rate Clustering in UK Financial Services Markets. (2006). Hudson, Robert ; Ashton, john.
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