Clustering in the futures market: Evidence from S&P 500 futures contracts
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- Gunther Capelle-Blancard & Mo Chaudhury, 2007.
"Price clustering in the CAC 40 index options market,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(15), pages 1201-1210.
- Gunther Capelle-Blancard & Mo Chaudhury, 2007. "Price clustering in the CAC 40 index options market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265668, HAL.
- Gunther Capelle-Blancard & Mo Chaudhury, 2007. "Price clustering in the CAC 40 index options market," Post-Print halshs-00265668, HAL.
- Robert Brooks & Edwyna Harris & Yovina Joymungul, 2013. "Price clustering in Australian water markets," Applied Economics, Taylor & Francis Journals, vol. 45(6), pages 677-685, February.
- Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019. "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, vol. 28(C), pages 337-342.
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- Das, Sougata & Kadapakkam, Palani-Rajan, 2020. "Machine over Mind? Stock price clustering in the era of algorithmic trading," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Jeon, Jin Q. & Lee, Cheolwoo, 2015. "A new measure for heated negotiation in the IPO syndicate," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 278-304.
- Júlio Lobão & Natércia Fortuna & Franklin Silva, 2020. "Do psychological barriers exist in Latin American stock markets?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 35(2), pages 29-56, October.
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