Timing of price clustering and trader behavior in the foreign exchange market: evidence from Taiwan
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DOI: 10.1007/s12197-009-9096-0
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Cited by:
- Li, Xin & Li, Shenghong & Xu, Chong, 2020. "Price clustering in Bitcoin market—An extension," Finance Research Letters, Elsevier, vol. 32(C).
- Vladim'ir Hol'y & Petra Tomanov'a, 2021. "Modeling Price Clustering in High-Frequency Prices," Papers 2102.12112, arXiv.org, revised Mar 2021.
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More about this item
Keywords
Foreign Exchange; Microstructure; Price Clustering; F31; G15;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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