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

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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.
In: European Journal of Finance, Vol. 17, No. 9-10, 01.09.2011, p. 883-896.

Research output: Contribution to journalArticlepeer-review

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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, vol. 17, no. 9-10, pp. 883-896. https://doi.org/10.1080/1351847X.2010.538524

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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 Sept 1;17(9-10):883-896. doi: 10.1080/1351847X.2010.538524

Author

ap Gwilym, O.M. ; Verousis, T. ; Ap Gwilym, O. / Return reversals and the compass rose: insights from high frequency options data. In: European Journal of Finance. 2011 ; Vol. 17, No. 9-10. pp. 883-896.

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 -