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Trade Size And Price Clustering: The Case Of Short Sales And The Suspension Of Price Tests

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  • Benjamin M. Blau
  • Bonnie F. Van Ness
  • Robert A. Van Ness

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File URL: http://hdl.handle.net/10.1111/j.1475-6803.2012.01313.x
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Bibliographic Info

Article provided by Southern Finance Association & Southwestern Finance Association in its journal Journal of Financial Research.

Volume (Year): 35 (2012)
Issue (Month): 2 (06)
Pages: 159-182

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Handle: RePEc:bla:jfnres:v:35:y:2012:i:2:p:159-182

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0270-2592
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Web page: http://www.southwesternfinance.org/
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Cited by:
  1. Narayan, Paresh Kumar & Smyth, Russell, 2013. "Has political instability contributed to price clustering on Fiji's stock market?," Journal of Asian Economics, Elsevier, Elsevier, vol. 28(C), pages 125-130.
  2. Garvey, Ryan & Wu, Fei, 2014. "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, Elsevier, vol. 41(C), pages 222-235.
  3. Fernando Palao & Ángel Pardo Tornero, 2012. "When size matters: Clustering in the European Carbon Market," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2012-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  4. Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013. "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 24(C), pages 139-152.
  5. Verousis, Thanos & ap Gwilym, Owain, 2013. "Trade size clustering and the cost of trading at the London Stock Exchange," International Review of Financial Analysis, Elsevier, Elsevier, vol. 27(C), pages 91-102.

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