FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2013487365> ?p ?o ?g. }

• W2013487365 endingPage "29" @default.
• W2013487365 startingPage "1" @default.
• W2013487365 abstract "Abstract Employing comprehensive limit‐order data which identify investor types, this paper examines the clustering pattern of limit‐order prices. First, limit orders, particularly those submitted by individual investors (IIs), tend to cluster at integer and even prices. Second, nonmarketable limit‐order prices cluster more than marketable limit‐order prices, indicating that aggressive limit orders generally embed more information. Third, investors choosing even‐priced limit orders are not penalized by lower execution ratios. Fourth, investors (particularly IIs) strategically exhibit front‐running behavior. Fifth, price clustering indeed creates price barriers. Finally, the degree of price clustering using trade data is significantly underestimated, compared to that using limit‐order data." @default.
• W2013487365 created "2016-06-24" @default.
• W2013487365 creator A5027602126 @default.
• W2013487365 creator A5030096887 @default.
• W2013487365 date "2009-01-18" @default.
• W2013487365 modified "2023-10-15" @default.
• W2013487365 title "Price Clustering: Evidence Using Comprehensive Limit-Order Data" @default.
• W2013487365 cites W1964211014 @default.
• W2013487365 cites W1971759054 @default.
• W2013487365 cites W1977435747 @default.
• W2013487365 cites W1978859684 @default.
• W2013487365 cites W1984111604 @default.
• W2013487365 cites W1984291771 @default.
• W2013487365 cites W1984743680 @default.
• W2013487365 cites W1986501669 @default.
• W2013487365 cites W1987634416 @default.
• W2013487365 cites W2003569572 @default.
• W2013487365 cites W2011097196 @default.
• W2013487365 cites W2028649295 @default.
• W2013487365 cites W2034903818 @default.
• W2013487365 cites W2038692446 @default.
• W2013487365 cites W2051340220 @default.
• W2013487365 cites W2065267050 @default.
• W2013487365 cites W2067330582 @default.
• W2013487365 cites W2075397703 @default.
• W2013487365 cites W2076163233 @default.
• W2013487365 cites W2078390365 @default.
• W2013487365 cites W2080887613 @default.
• W2013487365 cites W2088503847 @default.
• W2013487365 cites W2091724678 @default.
• W2013487365 cites W2099777666 @default.
• W2013487365 cites W2116924000 @default.
• W2013487365 cites W2120922870 @default.
• W2013487365 cites W2124758125 @default.
• W2013487365 cites W2138497618 @default.
• W2013487365 cites W2139163404 @default.
• W2013487365 cites W2144876393 @default.
• W2013487365 cites W2149766303 @default.
• W2013487365 cites W2163537944 @default.
• W2013487365 cites W2164074660 @default.
• W2013487365 cites W2166003488 @default.
• W2013487365 cites W3123085367 @default.
• W2013487365 cites W3124405065 @default.
• W2013487365 cites W3124461485 @default.
• W2013487365 cites W3124760153 @default.
• W2013487365 cites W3125532618 @default.
• W2013487365 cites W3125692538 @default.
• W2013487365 cites W3125794973 @default.
• W2013487365 doi "https://doi.org/10.1111/j.1540-6288.2008.00208.x" @default.
• W2013487365 hasPublicationYear "2009" @default.
• W2013487365 type Work @default.
• W2013487365 sameAs 2013487365 @default.
• W2013487365 citedByCount "33" @default.
• W2013487365 countsByYear W20134873652012 @default.
• W2013487365 countsByYear W20134873652013 @default.
• W2013487365 countsByYear W20134873652014 @default.
• W2013487365 countsByYear W20134873652015 @default.
• W2013487365 countsByYear W20134873652016 @default.
• W2013487365 countsByYear W20134873652018 @default.
• W2013487365 countsByYear W20134873652019 @default.
• W2013487365 countsByYear W20134873652020 @default.
• W2013487365 countsByYear W20134873652021 @default.
• W2013487365 countsByYear W20134873652022 @default.
• W2013487365 countsByYear W20134873652023 @default.
• W2013487365 crossrefType "journal-article" @default.
• W2013487365 hasAuthorship W2013487365A5027602126 @default.
• W2013487365 hasAuthorship W2013487365A5030096887 @default.
• W2013487365 hasBestOaLocation W20134873651 @default.
• W2013487365 hasConcept C10138342 @default.
• W2013487365 hasConcept C105795698 @default.
• W2013487365 hasConcept C106159729 @default.
• W2013487365 hasConcept C134306372 @default.
• W2013487365 hasConcept C134864226 @default.
• W2013487365 hasConcept C149782125 @default.
• W2013487365 hasConcept C151201525 @default.
• W2013487365 hasConcept C162324750 @default.
• W2013487365 hasConcept C164866538 @default.
• W2013487365 hasConcept C182306322 @default.
• W2013487365 hasConcept C199360897 @default.
• W2013487365 hasConcept C33923547 @default.
• W2013487365 hasConcept C34881761 @default.
• W2013487365 hasConcept C41008148 @default.
• W2013487365 hasConcept C556758197 @default.
• W2013487365 hasConcept C73555534 @default.
• W2013487365 hasConceptScore W2013487365C10138342 @default.
• W2013487365 hasConceptScore W2013487365C105795698 @default.
• W2013487365 hasConceptScore W2013487365C106159729 @default.
• W2013487365 hasConceptScore W2013487365C134306372 @default.
• W2013487365 hasConceptScore W2013487365C134864226 @default.
• W2013487365 hasConceptScore W2013487365C149782125 @default.
• W2013487365 hasConceptScore W2013487365C151201525 @default.
• W2013487365 hasConceptScore W2013487365C162324750 @default.
• W2013487365 hasConceptScore W2013487365C164866538 @default.
• W2013487365 hasConceptScore W2013487365C182306322 @default.
• W2013487365 hasConceptScore W2013487365C199360897 @default.
• W2013487365 hasConceptScore W2013487365C33923547 @default.
• W2013487365 hasConceptScore W2013487365C34881761 @default.
• W2013487365 hasConceptScore W2013487365C41008148 @default.

• next