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Extreme price clustering in the London equity index futures and options markets

, , and . Journal of Banking & Finance, 22 (9): 1193--1206 (September 1998)

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Price clustering and bid-ask spreads in international bond futures, , and . Journal of International Financial Markets, Institutions and Money, 8 (3-4): 377--391 (December 1998)Impact of demographic and economic variables on financial policy purchase timing decisions., , , and . J. Oper. Res. Soc., 56 (9): 1051-1062 (2005)Extreme price clustering in the London equity index futures and options markets, , and . Journal of Banking & Finance, 22 (9): 1193--1206 (September 1998)An empirical comparison of quoted and implied bid-ask spreads on futures contracts, and . Journal of International Financial Markets, Institutions and Money, 12 (1): 81--99 (February 2002)Modelling sovereign credit ratings: Neural networks versus ordered probit., , , and . Expert Syst. Appl., 30 (3): 415-425 (2006)