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Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong. (2005). Ahn, Hee-Joon ; Cheung, YanLeung ; Cai, Jun.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:8:y:2005:i:4:p:421-451.

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Cited: 26

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  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.

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  2. Dynamic portfolio optimization with inverse covariance clustering. (2023). Aste, Tomaso ; Wang, Yuanrong.
    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). Aste, Tomaso ; Wang, Yuanrong.
    In: Papers.
    RePEc:arx:papers:2112.15499.

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

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  6. .

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  7. Machine over Mind? Stock price clustering in the era of algorithmic trading. (2020). Kadapakkam, Palani-Rajan ; Das, Sougata .
    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 M ; Baig, Ahmed S ; Whitby, Ryan J.
    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). Mishra, Ajay Kumar ; Tripathy, Trilochan.
    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). Chiao, Chaoshin ; Lee, Cheng-Few ; Lin, Tung-Ying.
    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). Ke, Wen-Chyan ; Liu, Yo-Chia ; Lin, Hsiou-Wei W ; Chen, Hueiling .
    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 .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:10-16.

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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.
    In: Organizational Behavior and Human Decision Processes.
    RePEc:eee:jobhdp:v:131:y:2015:i:c:p:67-80.

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  17. Tick size reduction and price clustering in a FX order book. (2014). Abergel, Frederic ; Lallouache, Mehdi.
    In: Physica A: Statistical Mechanics and its Applications.
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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.
    RePEc:uea:aepppr:2012_54.

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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.
    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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  20. Trade size clustering and the cost of trading at the London Stock Exchange. (2013). Verousis, Thanos ; ap Gwilym, Owain.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:91-102.

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  21. 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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  22. Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers. (2012). Bhattacharya, Utpal ; Holden, Craig W. ; Jacobsen, Stacey .
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:2:p:413-431.

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  23. Technical analyses and order submission behaviors: Evidence from an emerging market. (2012). Chiao, Chaoshin ; Wang, Zi-Mei ; Chang, Ya-Ting.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:24:y:2012:i:c:p:109-128.

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  24. Clustering in crude oil prices and the target pricing zone hypothesis. (2012). Bharati, Rakesh ; Kaminski, Vincent ; Crain, Susan J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1115-1123.

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

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  26. Interest Rate Clustering in UK Financial Services Markets. (2006). Hudson, Robert ; Ashton, john.
    In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
    RePEc:uea:ueaccp:2006_14.

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    RePEc:eee:pacfin:v:12:y:2004:i:1:p:1-18.

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  47. Market Dynamics Around Public Information Arrivals. (2002). Ranaldo, Angelo.
    In: FAME Research Paper Series.
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  48. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange. (2002). Hamao, Yasushi ; Ahn, Hee-Joon ; Cai, Jun ; Ho, Richard Y. K., .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:4:p:399-430.

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  49. Liquidity Supply and Demand in Limit Order Markets. (2002). Slive, Joshua ; Hollifield, Burton ; Miller, Robert A. ; Sands, Patrik .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3676.

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  50. Managerial timing and corporate liquidity: *1: evidence from actual share repurchases. (2001). Paul, Brockman ; Chung Dennis Y., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:61:y:2001:i:3:p:417-448.

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