A substitution effect between price clustering and size clustering in credit default swaps
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Palao, Fernando & Pardo, Ángel, 2014. "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, vol. 43(C), pages 158-165.
- repec:eee:intfin:v:49:y:2017:i:c:p:1-14 is not listed on IDEAS
- 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.
More about this item
KeywordsCredit default swap; Price clustering; Size clustering; Notional amount;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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