Return reversals and the compass rose: insights from high frequency options data

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	883-896
Cyfnodolyn	European Journal of Finance
Cyfrol	17
Rhif cyhoeddi	9-10
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1080/1351847X.2010.538524
Statws	Cyhoeddwyd - 1 Medi 2011

Mynediad at Ddogfen

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title = "Return reversals and the compass rose: insights from high frequency options data",

author = "\{ap Gwilym\}, O.M. and T. Verousis and \{Ap Gwilym\}, O.",

year = "2011",

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T1 - Return reversals and the compass rose: insights from high frequency options data

AU - ap Gwilym, O.M.

AU - Verousis, T.

AU - Ap Gwilym, O.

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