Price clustering in Bitcoin

Author:

Urquhart Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. Price clustering on the limit-order book: Evidence form the stock exchange of hong kong;Ahn;Finan. Rev,2005

2. Price clustering on the Tokyo stock exchange;Aşçıoğlu;Financ. Rev.,2007

3. Can volume predict Bitcoin returns and volatility? A quantiles-based approach;Balcilar;Econ. Model.,2017

4. The degree of price resolution: the case of the gold market;Ball;J. Futures Mark.,1985

5. Clustering in crude oil prices and the target pricing zone hypothesis;Bharati;Energy Econ.,2012

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