Do Round Numbers Hold Prices? Occupation Densities and Depth-Conditioned Hazards in the Limit Order Book

arXiv:2610.34787 · q-fin.TR, q-fin.ST · Submitted 2026-10-26 · Read on arXiv

q-fin.TR, q-fin.ST

Submitted: 2026-10-26

Updated: 2026-10-26

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