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Whycliffes March 8, 2024, 7:13pm 1

papers.ssrn.com

Above Up, Below Down: The Impact of Limit Order Clustering on Stock Price...

Stocks with daily closing price slightly above round numbers (e.g., $6.1) tend to move up, while those just below (e.g., $5.9) tend to fall down the next day. A

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