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

Thanos Verousis

Publication Data

Title Return reversals and the compass rose : insights from high frequency options data
Author Thanos Verousis
Contributors Owain Ap Gwilym, Owain Ap Gwilym
Publisher School of Business & Economics, Swansea University
Publication date 2009
Publication location Swansea
Language English

Topics

Stock options
Rate of return

Catalogue Data

OBNB ID GBB0A6679
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.63222

ISBD

P1053 33 p.
P1042 Includes bibliographical references.

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Return reversals and the compass rose : insights from high frequency options data by Thanos Verousis. Published by School of Business & Economics, Swansea University in 2009. Publication and catalogue information, links to buy online and reader comments.