Price clustering in Bitcoin market—An extension
暂无分享,去创建一个
Chong Xu | Xin Li | Shenghong Li | Shenghong Li | Xin Li | Chong Xu
[1] Philip Brown,et al. Price clustering on the Australian Stock Exchange , 1996 .
[2] Lars Ivar Hagfors,et al. On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier? , 2016 .
[3] Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan , 2011 .
[4] G. Capelle-Blancard,et al. Price clustering in the CAC 40 index options market , 2007 .
[5] M. Osborne,et al. Market Making and Reversal on the Stock Exchange , 1966 .
[6] R. Bharati,et al. Clustering in crude oil prices and the target pricing zone hypothesis , 2012 .
[7] Charlie X. Cai,et al. Influence of Cultural Factors on Price Clustering and Price Resistance in China's Stock Markets , 2007 .
[8] Vinay T. Datar,et al. Price clustering in foreign exchange spot markets , 2002 .
[9] F. Abergel,et al. Tick Size Reduction and Price Clustering in a FX Order Book , 2013, 1307.5440.
[10] T. Stengos,et al. On the determinants of bitcoin returns: A LASSO approach , 2018, Finance Research Letters.
[11] Jason D. Mitchell,et al. Culture and Stock Price Clustering: Evidence from the Peoples' Republic of China , 2004 .
[12] E. Bouri,et al. Spillovers between Bitcoin and other assets during bear and bull markets , 2018 .
[13] Chunchi Wu,et al. Is stock price rounded for economic reasons in the Chinese markets , 2006 .
[14] Thomas H. Mcinish,et al. Intraday price behavior of cryptocurrencies , 2019, Finance Research Letters.
[15] Victor Niederhoffer,et al. Clustering of Stock Prices , 1965 .
[16] Andrew Clare,et al. Extreme price clustering in the London equity index futures and options markets , 1998 .
[17] Andrew Urquhart. Price clustering in Bitcoin , 2017 .
[18] Jason D. Mitchell,et al. Clustering and psychological barriers: the importance of numbers , 2001 .
[19] Andrew Urquhart. The Inefficiency of Bitcoin , 2016 .
[20] Price clustering in Australian water markets , 2013 .
[21] A. Clare,et al. Price clustering and bid-ask spreads in international bond futures , 1998 .
[22] Joep Sonnemans,et al. Price Clustering and Natural Resistance Points in the Dutch Stock Market: A Natural Experiment , 2003 .
[23] Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level , 2013 .
[24] Á. Pardo,et al. Assessing price clustering in European Carbon Markets , 2012 .
[25] L. Harris. Stock Price Clustering and Discreteness , 1991 .
[26] C. Kahn,et al. Bank Deposit Rate Clustering: Theory and Empirical Evidence , 1996 .
[27] D. Ikenberry,et al. Clustering in US Stock Prices after Decimalisation , 2007 .
[28] Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201 , 2018 .
[29] Kenneth R. Cone,et al. Clustering and Competition in Asset Markets1 , 1997, The Journal of Law and Economics.
[30] Huimin Chung,et al. Price clustering in E‐mini and floor‐traded index futures , 2006 .
[31] Has Political Instability Contributed to Price Clustering on Fiji’s Stock Market? , 2013 .
[32] Investigating price clustering in the oil futures market , 2011 .
[33] W. Torous,et al. The degree of price resolution: The case of the gold market , 1985 .
[34] Do investors prefer round stock prices? Evidence from Israeli IPO auctions , 2001 .