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Lei Meng

Personal Details

First Name:Lei
Middle Name:
Last Name:Meng
Suffix:
RePEc Short-ID:pme320
[This author has chosen not to make the email address public]

Affiliation

IESEG School of Management
Université Catholique de Lille

Lille, France
http://www.ieseg.fr/
RePEc:edi:iesegfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. O. Gwilym & L. Meng, 2010. "Size clustering in the FTSE-100 index futures market," Post-Print hal-00569087, HAL.

Articles

  1. Owain ap Gwilym & Lei Meng, 2010. "Size clustering in the FTSE100 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(5), pages 432-443, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. O. Gwilym & L. Meng, 2010. "Size clustering in the FTSE-100 index futures market," Post-Print hal-00569087, HAL.

    Cited by:

    1. 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).
    2. Palao, Fernando & Pardo, Ángel, 2014. "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, vol. 43(C), pages 158-165.
    3. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023. "Crypto Wash Trading," Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
    4. 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.
    5. Chen, Tao, 2019. "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, vol. 49(C), pages 195-203.
    6. Mishra, Ajay Kumar & Tripathy, Trilochan, 2018. "Price and trade size clustering: Evidence from the national stock exchange of India," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 63-72.
    7. 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.

Articles

  1. Owain ap Gwilym & Lei Meng, 2010. "Size clustering in the FTSE100 index futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(5), pages 432-443, May.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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