Return reversals and the compass rose: insights from high frequency options data
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
Original language | English |
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Pages (from-to) | 883-896 |
Journal | European Journal of Finance |
Volume | 17 |
Issue number | 9-10 |
DOIs | |
Publication status | Published - 1 Sept 2011 |