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2. 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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3. Debunking Murray‐Darling Basin water trade myths. (2022). Wheeler, Sarah.
   In: Australian Journal of Agricultural and Resource Economics.
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4. Modeling Price Clustering in High-Frequency Prices. (2021). Hol, Vladim'Ir ; Tomanov, Petra.
   In: Papers.
   RePEc:arx:papers:2102.12112.

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5. Price clustering in Bitcoin market—An extension. (2020). Li, Xin ; Xu, Chong.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

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6. The dynamics of groundwater markets: Price leadership and groundwater demand elasticity in the Murrumbidgee, Australia. (2020). Zuo, Alec ; Wheeler, Sarah ; de Bonviller, Simon.
   In: Agricultural Water Management.
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7. Examining volatility dynamics, spillovers and government water recovery in Murray-Darling Basin water markets. (2019). Zuo, Alec ; Wheeler, Sarah ; Qiu, Feng.
   In: Resource and Energy Economics.
   RePEc:eee:resene:v:58:y:2019:i:c:s0928765518304585.

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8. Is there evidence of insider trading in Australian water markets?. (2019). Wheeler, Sarah ; de Bonviller, Simon ; Zuo, Alec.
   In: Australian Journal of Agricultural and Resource Economics.
   RePEc:ags:aareaj:333771.

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9. A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark ; Alexakis, Christos.
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   RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965.

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10. Do corporate directors €˜heap€™ dividends? Evidence on dividend rounding and information uncertainty in Australian firms. (2018). Jakob, Keith.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:43:y:2018:i:3:p:421-438.

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11. A High-Frequency Analysis of Price Resolution and Pricing Barriers in Equities on the Adoption of a New Currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark.
    In: Post-Print.
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12. What makes carbon traders cluster their orders?. (2014). Palao, Fernando ; Pardo, Angel.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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13. Price leadership and information transmission in Australian water allocation markets. (2014). Brooks, Robert ; Harris, Edwyna.
    In: Agricultural Water Management.
    RePEc:eee:agiwat:v:145:y:2014:i:c:p:83-91.

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14. When size matters: Clustering in the European Carbon Market. (2012). Palao, Fernando ; TORNERO, aNGEL PARDO .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2012-10.

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1. Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

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2. Left‐digit biases: Individual and institutional investors. (2024). Kim, Youngchul ; Yu, Jinyoung ; Ryu, Doojin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:3:p:518-532.

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3. Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

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4. 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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5. Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds. (2022). DeLisle, Jared ; Blau, Benjamin ; Baig, Ahmed S.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0.

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6. Evidence for round number effects in cryptocurrencies prices. (2022). Quiroga-Garcia, Raquel ; Pariente-Martinez, Natalia ; Arenas-Parra, Mar.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001179.

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

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8. Does short selling affect the clustering of stock prices?. (2020). Sabah, Nasim ; Baig, Ahmed S.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:76:y:2020:i:c:p:270-277.

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9. Price clustering in Bitcoin market—An extension. (2020). Li, Xin ; Xu, Chong.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907.

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10. Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America. (2020). Jakob, Keith ; Rubio, German ; Castillo, Augusto.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301895.

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11. 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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12. Clustering and discounting in auction-style SEOs – Evidence from China. (2019). Gao, Shenghao ; Zhou, Jun ; Liu, Jinzhao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306048.

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13. Price Clustering in Bank Stocks During the Global Financial Crisis. (2019). Pacheco, Lus ; Alves, Lus ; Lobo, Jlio.
    In: Scientific Annals of Economics and Business (continues Analele Stiintifice).
    RePEc:aic:saebjn:v:66:y:2019:i:4:p:465-486:n:167.

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14. Do corporate directors €˜heap€™ dividends? Evidence on dividend rounding and information uncertainty in Australian firms. (2018). Jakob, Keith.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:43:y:2018:i:3:p:421-438.

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15. 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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16. 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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17. Income Rounding and Loan Performance in the Peer-to-Peer Market. (2016). Talavera, Oleksandr ; Eid, Nourhan ; Maltby, Josephine.
    In: MPRA Paper.
    RePEc:pra:mprapa:72852.

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18. Price clustering and the stability of stock prices. (2016). Griffith, Todd ; Blau, Benjamin.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:10:p:3933-3942.

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19. A new measure for heated negotiation in the IPO syndicate. (2015). Jeon, Jin Q ; Lee, Cheol Woo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:278-304.

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20. The Anomaly of 28 Days Between the Ex-Dividend and Payment Dates in Taiwanese Stock Markets. (2015). Yeats, Mark ; Liu, Jen-Chang.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2015:p:1091-1118.

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21. Price clustering in Australian water markets. (2013). Brooks, Robert ; Joymungul, Yovina ; Harris, Edwyna.
    In: Applied Economics.
    RePEc:taf:applec:45:y:2013:i:6:p:677-685.

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22. A substitution effect between price clustering and size clustering in credit default swaps. (2013). Verousis, Thanos ; ap Gwilym, Owain ; Meng, Lei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:139-152.

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23. A re-examination of firms attributes and share returns: Evidence from the Chinese A-shares market. (2013). Boo, Yee Ling ; Ee, Mong Shan ; Chen, Cindy ; Li, Bob.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:28:y:2013:i:c:p:174-181.

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24. Has political instability contributed to price clustering on Fijis stock market?. (2013). Smyth, Russell ; Narayan, Paresh.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:125-130.

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25. Share price clustering in Mexico. (2011). Narayan, Seema ; Popp, Stephan ; D'Rosario, Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:2:p:113-119.

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26. Investigating price clustering in the oil futures market. (2011). Narayan, Seema ; Popp, Stephan.
    In: Applied Energy.
    RePEc:eee:appene:v:88:y:2011:i:1:p:397-402.

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27. Price clustering and underpricing in the IPO aftermarket. (2010). Verousis, Thanos ; ap Gwilym, Owain.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:89-97.

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28. Comparison of the Stock Price Clustering of stocks which are traded in the US and Germany—Is XETRA more efficient than the NYSE?. (2009). Ruchardt, Kirsten ; Vogt, Bodo.
    In: FEMM Working Papers.
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29. Culture and stock price clustering: Evidence from The Peoples Republic of China. (2008). Brown, Philip ; Mitchell, Jason.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:95-120.

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30. Clustering in dividends: Do managers rely on cognitive reference points?. (2008). Aerts, Walter ; van Caneghem, Tom ; van Campenhout, Geert.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:3:p:276-284.

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31. Clustering in US Stock Prices after Decimalisation. (2008). Weston, James P. ; Ikenberry, David L..
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:1:p:30-54.

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32. Price clustering in the CAC 40 index options market. (2007). CAPELLE-BLANCARD, Gunther ; Chaudhury, MO.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:15:p:1201-1210.

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33. Influence of cultural factors on price clustering and price resistance in Chinas stock markets. (2007). Keasey, Kevin ; Cai, Charlie X..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:47:y:2007:i:4:p:623-641.

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34. An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange. (2006). Ohta, Wataru .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:3:p:1023-1039.

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35. Clustering and psychological barriers in exchange rates. (2006). Mitchell, Jason ; Izan, H. Y..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:4:p:318-344.

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36. Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU. (2006). ap Gwilym, Owain ; Thomas, Stephen ; McGroarty, Frank.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:23-49.

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37. Is stock price rounded for economic reasons in the Chinese markets?. (2006). He, Yan ; Wu, Chunchi.
    In: Global Finance Journal.
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38. Price clustering and natural resistance points in the Dutch stock market: A natural experiment. (2006). Sonnemans, Joep.
    In: European Economic Review.
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39. Price exhaustion and number preference: time and price confluence in Australian stock prices. (2005). Doucouliagos, Chris.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:11:y:2005:i:3:p:207-221.

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40. Price rounding and bid-ask spreads before and after the decimalization. (2004). He, Yan ; Wu, Chunchi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:13:y:2004:i:1:p:19-41.

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41. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. (2003). ap Gwilym, Owain ; Alibo, Evamena .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:23:y:2003:i:7:p:647-659.

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42. Price Clustering and Natural Resistance Points in the Dutch Stock Market. (2003). Sonnemans, Joep.
    In: Tinbergen Institute Discussion Papers.
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43. The influence of cultural factors on price clustering: Evidence from Asia-Pacific stock markets. (2002). Brown, Philip ; Mitchell, Jason ; Chua, Angeline.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:10:y:2002:i:3:p:307-332.

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44. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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45. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
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46. The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX. (1999). Yang, Wenyi.
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47. Price clustering and bid-ask spreads in international bond futures. (1998). ap Gwilym, Owain ; Thomas, Stephen ; Clare, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
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