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Clustering

• ANTONIOU, A. and C.E. VORLOW, 2004. Price Clustering and Discreteness: Is there Chaos behind the Noise?. Arxiv preprint cond-mat/0407471. [Cited by 3]
• BROWN, Philip, Angeline CHUA and Jason MITCHELL, The Influence of Cultural Factors on Price Clustering: Evidence from Asia-Pacific Stock Markets, Pacific-Basin Finance Journal 10 (2002) 307-332.
• CHUNG, K.H., B.F. VAN and R.A. VAN, 2004. TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION. Journal of Financial Research. [Cited by 12]
• CONT, R., 1998. Clustering and dependence in extreme market returns Extremes: Risk and Safety. Statistical Extreme Value Theory and Applications, …. [Cited by 1]
• CONT, R., 998). Clustering and dependence in extreme market returns. Working Paper, CMAP-Ecole Polytechnique . [Cited by 1]
• GIARDINA, I. and J.P. BOUCHAUD, 2003. Volatility clustering in agent based market models. Physica A. [Cited by 4]
• GOODHART, C. and R. CURCIO, 1990. Asset Price Discovery and Price Clustering in the Foreign Exchange Market, London School of …. Working Paper. [Cited by 2]
• GOODHART, C. and R. CURCIO, 1990. Asset price discovery and price clustering in the foreign exchange market. [Cited by 7]
• GOODHART, C.A.E. and R. CURCIO, 1991. The clustering of bid/ask prices and the spread in the foreign exchange market (Discussion Paper No. …. London: London School of Economics Financial Markets Group. [Cited by 1]
• GOODHART, C.A.E. and R. CURCIO, 1991. The clustering of bid/ask prices and the spread in the foreign exchange market. [Cited by 13]
• GROSSMAN, S.J., et al., 1997. Clustering and competition in asset markets. Journal of Law and Economics. [Cited by 42]
• HARRIS, L., 1991. Stock price clustering and discreteness. Review of Financial Studies. [Cited by 113]
• HARRIS, Lawrence, Stock Price Clustering and Discreteness
• HASBROUCK, J., P. DRAFT and C. WELCOME, 1997. Security bid/ask dynamics with discreteness and clustering: simple strategies for modeling and …. [Cited by 31]
• IKENBERRY, D. and J.P. WESTON, 2003. Clustering in US stock prices after decimalization. [Cited by 5]
• KAHN, C., G. PENNACCHI and B. SOPRANZETTI, 1999. Bank Deposit Rate Clustering: Theory and Empirical Evidence. The Journal of Finance. [Cited by 26]
• KOCH, A.K. and Z. LAZAROV, Clustering of Trading Activity in the DAX Index Options Market. personal.rhul.ac.uk. [Cited by 2]
• KRAWIECKI, A., J.A. HOLYST and D. HELBING, Physical Review Letters. Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling. [Cited by 16]
• LUX, T. and M. MARCHESI, 2000. Volatility clustering in financial markets: a micro-simulation of interacting agents. International Journal of Theoretical and Applied Finance. [Cited by 91]
• MITCHELL, J., 2001. Clustering and psychological barriers: the importance of numbers. Journal of Futures Markets. [Cited by 13]
• NIEDERHOFFER, Victor, 1966. A new look at clustering of market prices. Journal of Business. [Cited by 1]
• SCHWARTZ, A.L., et al., 2004. Clustering in the futures market: Evidence from S & P 500 futures contracts. Journal of Futures Markets. [Cited by 1]
• SONNEMANS, Joep, Price clustering and natural resistance points in the Dutch stock market: a natural experiment
• SONNEMANS, Joep, Price Clustering and Natural Resistance Points in the Dutch Stock Market
• STAUFFER, D., P.M.C. DE and A.T. BERNARDES, 1999. Monte Carlo simulation of volatility clustering in market model with trading. Int. J. Theor. Appl. Finance. [Cited by 12]
• SUN, C., X. YU and X. FENG, 1996. Adaptive clustering of stock prices data using cascaded competitive learning neural networks. Systems, Man, and Cybernetics, 1996., IEEE International …. [Cited by 1]