Trade Size And Price Clustering: The Case Of Short Sales And The Suspension Of Price Tests
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DOI: j.1475-6803.2012.01313.x
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Cited by:
- Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
- Garvey, Ryan & Wu, Fei, 2014. "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 222-235.
- 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.
- Qin Wang & Jun Zhang, 2016. "Trade Size Clustering In The E-Mini Index Futures Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(3), pages 247-262, September.
- Chen, Tao, 2019. "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, vol. 49(C), pages 195-203.
- Palao, Fernando & Pardo, Ángel, 2014. "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, vol. 43(C), pages 158-165.
- Tao Chen, 2020. "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 579-597, October.
- Narayan, Paresh Kumar & Smyth, Russell, 2013.
"Has political instability contributed to price clustering on Fiji's stock market?,"
Journal of Asian Economics, Elsevier, vol. 28(C), pages 125-130.
- Narayan, Paresh Kumar & Smyth, Russell, 2011. "Has political instability contributed to price clustering on Fiji's stock market?," Working Papers fe_2011_03, Deakin University, Department of Economics.
- Fernando Palao & Ángel Pardo Tornero, 2012. "When size matters: Clustering in the European Carbon Market," Working Papers. Serie EC 2012-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- 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, vol. 24(C), pages 139-152.
- Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.
- Chaudhry, Sajid M. & Bajoori, Elnaz & Nandeibam, Shasi, 2019. "Clustered pricing in the corporate loan market: Theory and empirical evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 275-296.
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