✦ LIBER ✦

Price Clustering: Evidence Using Comprehensive Limit-Order Data

✍ Scribed by Chaoshin Chiao; Zi-May Wang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Price limit performance: evidence from t

✍ Soon Huat Chan; Kenneth A. Kim; S. Ghon Rhee 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 200 KB

Price clustering on the limit-order book

✍ Hee-Joon Ahn; Jun Cai; Yan Leung Cheung 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Do investors prefer even-eighth prices?

✍ John W Cooney Jr.; Bonnie Van Ness; Robert Van Ness 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 298 KB

EVALUATING ASSET PRICING MODELS WITH LIM

✍ Dirk Krueger; Hanno Lustig; Fabrizio Perri 📂 Article 📅 2008 🏛 MIT Press 🌐 English ⚖ 163 KB

Quantifying bid-ask spreads in the Chine

✍ G.-F. Gu; W. Chen; W.-X. Zhou 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 323 KB

Can price limits help when the price is

✍ Woon K. WONG; Bo LIU; Yong ZENG 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 617 KB