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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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  1. Clustering in Bitcoin balance. (2023). Zhao, Xufeng ; Telli, Ahin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002763.

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

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References

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  3. Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian.
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  4. Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Wang, Yuanrong ; Aste, Tomaso.
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  6. Accounting Information Quality and the Clustering of Stock Prices. (2020). Blau, Benjamin ; Hao, Jie ; Baig, Ahmed.
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  7. Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Das, Sougata ; Kadapakkam, Palani-Rajan.
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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.
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    In: The Quarterly Review of Economics and Finance.
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  11. Price clustering in Bitcoin. (2017). Urquhart, Andrew.
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