Price clustering in Bitcoin
Tài liệu tham khảo
Ahn, 2005, Price clustering on the limit-order book: Evidence form the stock exchange of hong kong, Finan. Rev, 8, 421
Aşçıoğlu, 2007, Price clustering on the Tokyo stock exchange, Financ. Rev., 42, 289, 10.1111/j.1540-6288.2007.00172.x
Balcilar, 2017, Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Econ. Model., 64, 74, 10.1016/j.econmod.2017.03.019
Ball, 1985, The degree of price resolution: the case of the gold market, J. Futures Mark., 5, 29, 10.1002/fut.3990050105
Bharati, 2012, Clustering in crude oil prices and the target pricing zone hypothesis, Energy Econ., 34, 1115, 10.1016/j.eneco.2011.09.009
Brière, 2015, Virtual currency, tangible return: Portfolio diversification with bitcoin, J. Asset Manag., 16, 365, 10.1057/jam.2015.5
Brown, 2016, Limited cognition and clustered asset prices: Evidence from betting markets, J. Financ. Mark., 29, 27, 10.1016/j.finmar.2015.10.003
Dowling, 2016, Psychological barriers in oil futures markets, Energy Econ., 53, 293, 10.1016/j.eneco.2014.03.022
Dwyer, 2015, The economics of Bitcoin and similar private digital currencies, J. Financ. Stab., 17, 81, 10.1016/j.jfs.2014.11.006
Goodhart, C., Curcio, R., 1991. The clustering of bid/ask prices and the spread in the foreign exchange market. Discussion paper no. 110, Financial markets group discussion paper series, LSE, London.
Harris, 1991, Stock price clustering and discreteness, Rev. Financ. Stud., 4, 389, 10.1093/rfs/4.3.389
Ikenberry, 2008, Clustering in U.S. stock prices after decimalization, Eur. Financ. Manag., 14, 30
Katsiampa, 2017, Volatility estimation for Bitcoin: A comparison of GARCH models, Econom. Lett., 158, 3, 10.1016/j.econlet.2017.06.023
Mitchell, 2001, Clustering and psychological barriers: The importance of numbers, J. Futures Mark., 21, 395, 10.1002/fut.2
Narayan, 2011, Investigating price clustering in the oil futures market, Appl. Energy, 88, 397, 10.1016/j.apenergy.2010.07.034
Narayan, 2011, Share price clustering in Mexico, Int. Rev. Financ. Anal., 20, 113, 10.1016/j.irfa.2011.02.003
Sonnemans, 2006, Price clustering and natural resistance points in the Dutch stock market: A natural experiment, Eur. Econ. Rev., 50, 1937, 10.1016/j.euroecorev.2005.09.001
Sopranzetti, 2002, Price clustering in foreign exchange spot markets, J. Financ. Mark., 5, 411, 10.1016/S1386-4181(01)00032-5
Urquhart, 2016, The inefficiency of Bitcoin, Econom. Lett., 148, 80, 10.1016/j.econlet.2016.09.019