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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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  1. Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries. (2021). Blau, Benjamin ; Griffith, Todd G ; Baig, Ahmed.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-020-00341-w.

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  2. Deviations from time priority on the NYSE. (2021). McDonald, Bill ; Jennings, Robert ; Battalio, Robert .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300367.

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  3. 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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  4. 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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  5. Tick Size and Financial Reporting Quality in Small‐Cap Firms: Evidence from a Natural Experiment. (2020). Xu, Nina ; Li, Yiwen ; Ahmed, Anwer S.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:58:y:2020:i:4:p:869-914.

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  6. One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. (2018). Verousis, Thanos ; Sermpinis, Georgios ; Perotti, Pietro.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0632-2.

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  7. Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect. (2017). Loffredo, Maria I ; Chiarucci, Riccardo ; Ruzzenenti, Franco.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:912-921.

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  8. TRADE SIZE CLUSTERING IN THE E-MINI INDEX FUTURES MARKETS. (2016). Wang, Qin ; Zhang, Jun.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:39:y:2016:i:3:p:247-262.

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

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  10. Electronic versus open outcry trading in agricultural commodities futures markets. (2011). Kittiakarasakun, Jullavut ; Tse, Yiuman ; Gupta, Paramita ; Martinez, Valeria.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:20:y:2011:i:1:p:28-36.

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  11. Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading. (2009). Tse, Yiuman ; Ning, ZI.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:1-2:p:230-252.

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  12. Competition for Order Flow and Market Quality in the Gold and Silver Futures Markets. (2008). Tse, Yiuman ; Ning, Zi ; Martinez, Valeria ; Bhanot, Karan.
    In: Working Papers.
    RePEc:tsa:wpaper:0081fin.

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  13. 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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  14. 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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  15. How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the LIFFE FTSE 100 Contract. (2006). Rijken, Herbert A ; Gilbert, Christopher L.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:33:y:2006:i:7-8:p:1267-1297.

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References

References cited by this document

    References contributed by pfo235-9760

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  4. Price clustering in Bitcoin market—An extension. (2020). Xu, Chong ; Li, Shenghong.
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  5. Do Superstitious Traders Lose Money?. (2019). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu.
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  6. Do Superstitious Traders Lose Money?. (2018). Bhattacharya, Utpal ; Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu.
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  7. The cost of a lucky price. (2018). Liusman, Ervi ; Wright, Danika ; Chau, Kwong Wing.
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  8. Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis.
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  9. Limited cognition and clustered asset prices: Evidence from betting markets. (2016). Yang, Fuyu ; Brown, Alasdair.
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  10. Limited Cognition and Clustered Asset Prices: Evidence from Betting Markets. (2013). Yang, Fuyu ; Brown, Alasdair.
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  11. Price clustering in Australian water markets. (2013). Brooks, Robert ; Harris, Edwyna ; Joymungul, Yovina .
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  12. 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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  13. Has political instability contributed to price clustering on Fijis stock market?. (2013). Smyth, Russell ; Narayan, Paresh.
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