“…Different studies evidenced the existence of price clustering in other asset classes such as exchange rates (Curcio and Goodhart, 1991;Sopranzetti and Datar, 2002), initial public offerings and seasoned equity offerings (Kandel et al, 2001;Mola and Loughran, 2004;Hu et al, 2019), commodities (Bharati et al, 2012;Palao and Pardo, 2012), derivatives (ap Gwilym et al, 1998;Narayan et al, 2011), betting markets (A. Brown and Yang, 2016), and cryptocurrencies (Urquhart, 2017;Baig et al, 2019).…”