Return reversals and the compass rose: insights from high frequency options data
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Return reversals and the compass rose: insights from high frequency options data. / ap Gwilym, O.M.; Verousis, T.; Ap Gwilym, O.
Yn: European Journal of Finance, Cyfrol 17, Rhif 9-10, 01.09.2011, t. 883-896.
Yn: European Journal of Finance, Cyfrol 17, Rhif 9-10, 01.09.2011, t. 883-896.
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
HarvardHarvard
ap Gwilym, OM, Verousis, T & Ap Gwilym, O 2011, 'Return reversals and the compass rose: insights from high frequency options data', European Journal of Finance, cyfrol. 17, rhif 9-10, tt. 883-896. https://doi.org/10.1080/1351847X.2010.538524
APA
ap Gwilym, O. M., Verousis, T., & Ap Gwilym, O. (2011). Return reversals and the compass rose: insights from high frequency options data. European Journal of Finance, 17(9-10), 883-896. https://doi.org/10.1080/1351847X.2010.538524
CBE
ap Gwilym OM, Verousis T, Ap Gwilym O. 2011. Return reversals and the compass rose: insights from high frequency options data. European Journal of Finance. 17(9-10):883-896. https://doi.org/10.1080/1351847X.2010.538524
MLA
ap Gwilym, O.M., T. Verousis a O. Ap Gwilym. "Return reversals and the compass rose: insights from high frequency options data". European Journal of Finance. 2011, 17(9-10). 883-896. https://doi.org/10.1080/1351847X.2010.538524
VancouverVancouver
ap Gwilym OM, Verousis T, Ap Gwilym O. Return reversals and the compass rose: insights from high frequency options data. European Journal of Finance. 2011 Medi 1;17(9-10):883-896. doi: 10.1080/1351847X.2010.538524
Author
RIS
TY - JOUR
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.
PY - 2011/9/1
Y1 - 2011/9/1
U2 - 10.1080/1351847X.2010.538524
DO - 10.1080/1351847X.2010.538524
M3 - Article
VL - 17
SP - 883
EP - 896
JO - European Journal of Finance
JF - European Journal of Finance
SN - 1351-847X
IS - 9-10
ER -