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Order price clustering, size clustering, and stock price movements: Evidence from the Taiwan Stock Exchange
Lien, Donald, Hung, Pi-Hsia, Hung, I-ChunVolume:
52
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2019.03.005
Date:
June, 2019
File:
PDF, 1.24 MB
2019