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The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market
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The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market (1991)The Clustering of Bid/Ask Prices and the …Price clustering on the Shanghai Stock Exchange (2016)Price clustering on the Shang…What makes carbon traders cluster their orders? (2014)What makes carbon traders clu…Has political instability contributed to price clustering on Fiji's stock market? (2013)Has political instability con…Share price clustering in Mexico (2011)Share price clustering in Mex…Price clustering in Australian water markets (2011)Price clustering in Australia…Investigating price clustering in the oil futures market (2010)Investigating price clusterin…Price Clustering: Evidence Using Comprehensive Limit‐Order Data (2009)Price Clustering: Evidence Us…eBay’s proxy bidding: A license to shill (2009)eBay’s proxy bidding: A licen…Price Clustering on the Tokyo Stock Exchange (2007)Price Clustering on the Tokyo…Currency Orders and Exchange-Rate Dynamics: Explaining the Success of Technical Analysis (2006)Currency Orders and Exchange-…Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong (2005)Price clustering on the limit…Clustering and psychological barriers in exchange rates (2005)Clustering and psychological …Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading (2003)Decreased price clustering in…Price clustering and bid-ask spreads in international bond futures (1998)Price clustering and bid-ask …Do Reuters spreads reflect currencies' differences in global trading activity? (1998)Do Reuters spreads reflect cu…Order flow and the bid-ask spread: An empirical probability model of screen-based trading (1997)Order flow and the bid-ask sp…Availability: A heuristic for judging frequency and probability (1973)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Inferring Trade Direction from Intraday Data (1991)Interest rate clustering in UK financial services markets (2007)Dynamic portfolio optimization with inverse covariance clustering (2022)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction (1999)Pricing behavior in an off-hours computerized market (1999)Stock Price Clustering and Discreteness (1991)Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes? (1994)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Price clustering in E‐mini and floor‐traded index futures (2006)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)International Portfolio Investment Flows (1997)The Components of the Bid-Ask Spread: A General Approach (1997)Trading Rules, Competition for Order Flow and Market Fragmentation (2013)Clustering of Trade Prices by High‐Frequency and Non–High‐Frequency Trading Firms (2014)Order anticipation around predictable trades (2018)Information Effects on the Bid-Ask Spread (1983)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Judgment under Uncertainty: Heuristics and Biases (1974)Generalized autoregressive conditional heteroskedasticity (1986)Mind the gap: Psychological barriers in gold and silver prices (2016)Oil and the Macroeconomy since World War II (1983)Causes and Consequences of the Oil Shock of 2007-08 (2009)Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach (2014)Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective (2016)Interpreting the movement of oil prices: Driven by fundamentals or bubbles? (2016)Periodic Structure in the Brownian Motion of Stock Prices (1962)Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures (2010)Specification Tests in Econometrics (1978)The Currency Denomination of World Trade after European Monetary Union (1998)The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets (2002)On the welfare benefits of an international currency (2008)Econometric Analysis of Panel Data (2021)Last-Minute Bidding and the Rules for Ending Second-Price Auctions: Evidence from eBay and Amazon Auctions on the Internet (2002)The Winner's Curse, Reserve Prices, and Endogenous Entry: Empirical Insights from eBay Auctions (2003)A Real-Time Self-Adaptive Classifier for Identifying Suspicious Bidders in Online Auctions (2012)
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  • 2005Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong63 cited
  • 2007Price Clustering on the Tokyo Stock Exchange60 cited
  • 1998Price clustering and bid-ask spreads in international bond futures52 cited
  • 2009Price Clustering: Evidence Using Comprehensive Limit‐Order Data47 cited
  • 1998Do Reuters spreads reflect currencies' differences in global trading activity?47 cited
  • 2003Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading40 cited
  • 2009eBay’s proxy bidding: A license to shill39 cited
  • 2010Investigating price clustering in the oil futures market37 cited
  • 2005Clustering and psychological barriers in exchange rates37 cited
  • 1997Order flow and the bid-ask spread: An empirical probability model of screen-based trading32 cited
  • 2006Currency Orders and Exchange-Rate Dynamics: Explaining the Success of Technical Analysis32 cited
  • 2013Has political instability contributed to price clustering on Fiji's stock market?27 cited
  • 2011Share price clustering in Mexico22 cited
  • 2016Price clustering on the Shanghai Stock Exchange22 cited

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  • 2014What makes carbon traders cluster their orders?21 cited
  • 2011Price clustering in Australian water markets20 cited