Price clustering in foreign exchange spot markets
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Markets.
Volume (Year): 5 (2002)
Issue (Month): 4 (October)
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Web page: http://www.elsevier.com/locate/finmar
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"Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention,"
CEPR Discussion Papers
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- Mehdi Lallouache & Fr\'ed\'eric Abergel, 2013. "Empirical properties of the foreign exchange interdealer market," Papers 1307.5440, arXiv.org.
- 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, vol. 27(C), pages 91-102.
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