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Price Clustering and Round Number Effects - Evidence from the German Market
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Price clustering on the Australian Stock Exchange
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Price clustering and natural resistance points in the Dutch stock market: A natural experiment
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Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited
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Information-based trading, price impact of trades, and trade autocorrelation
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An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange
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Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation
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A Steam Engine for Thirty-One Cents
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Zn/Cu-Mediated Aminocyclopropanation
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Diaryl Ketones by Nickel Catalysis
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Tetracyclic Core of (-)-Platensimycin
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Output Data Control-25 cents for 24 hours
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Memory and Markets, or Why Are You Paying $2.99 for a Widget?
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Penny Wise and Pound Foolish: The Left‐Digit Effect in Price Cognition
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Stock Price Clustering and Discreteness
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Do Limit Orders Alter Inferences about Investor Performance and Behavior?
inferredcites →https://doi.org/10.1111/j.1540-6288.2008.00208.xopenalex-extracted
Price Clustering: Evidence Using Comprehensive Limit‐Order Data
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Penny Wise, Dollar Foolish: Buy–Sell Imbalances On and Around Round Numbers
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Periodic Structure in the Brownian Motion of Stock Prices
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International Journal of Inspiration, Resilience & Youth Economy
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Limit Order Clustering and Price Barriers on Financial Markets: Empirical Evidence from Euronext
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Brazilian Journal of Veterinary Pathology
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Le nouvel ordre économique international : quel avenir?
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Algorithmic Trading and the Market for Liquidity
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Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
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Inferring Trade Direction from Intraday Data
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