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Return reversals and the compass rose: insights from high frequency options data
Thanos Verousis,
Owain ap Gwilym
The European Journal of Finance, Volume: 17, Issue: 9-10, Start page: 883
Swansea University Author: Thanos Verousis
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/1351847X.2010.538524
Abstract
Return reversals and the compass rose: insights from high frequency options data
| Published in: | The European Journal of Finance |
|---|---|
| ISSN: | 1351-847X 1466-4364 |
| Published: |
Taylor and Francis
2011
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa5141 |
| Item Description: |
<p>Verousis, T. and ap Gwilym, O.</p> |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
9-10 |
| Start Page: |
883 |