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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

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DOI (Published version): 10.1080/1351847X.2010.538524

Published in: The European Journal of Finance
ISSN: 1351-847X 1466-4364
Published: Taylor and Francis 2011
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URI: https://cronfa.swan.ac.uk/Record/cronfa5141
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first_indexed 2013-07-23T11:51:47Z
last_indexed 2018-02-09T04:31:11Z
id cronfa5141
recordtype SURis
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spelling 2011-10-01T00:00:00.0000000 v2 5141 2011-10-01 Return reversals and the compass rose: insights from high frequency options data d1f2d6a47f0441f9dfc8b5b44e3564f7 Thanos Verousis Thanos Verousis true false 2011-10-01 Journal Article The European Journal of Finance 17 9-10 883 Taylor and Francis 1351-847X 1466-4364 31 12 2011 2011-12-31 10.1080/1351847X.2010.538524 <p>Verousis, T. and ap Gwilym, O.</p> COLLEGE NANME COLLEGE CODE Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Business Management Thanos Verousis 1 Owain ap Gwilym 2
title Return reversals and the compass rose: insights from high frequency options data
spellingShingle Return reversals and the compass rose: insights from high frequency options data
Thanos Verousis
title_short Return reversals and the compass rose: insights from high frequency options data
title_full Return reversals and the compass rose: insights from high frequency options data
title_fullStr Return reversals and the compass rose: insights from high frequency options data
title_full_unstemmed Return reversals and the compass rose: insights from high frequency options data
title_sort Return reversals and the compass rose: insights from high frequency options data
author_id_str_mv d1f2d6a47f0441f9dfc8b5b44e3564f7
author_id_fullname_str_mv d1f2d6a47f0441f9dfc8b5b44e3564f7_***_Thanos Verousis
author Thanos Verousis
author2 Thanos Verousis
Owain ap Gwilym
format Journal article
container_title The European Journal of Finance
container_volume 17
container_issue 9-10
container_start_page 883
publishDate 2011
institution Swansea University
issn 1351-847X
1466-4364
doi_str_mv 10.1080/1351847X.2010.538524
publisher Taylor and Francis
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Business Management{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Business Management
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published_date 2011-12-31T03:06:05Z
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