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

Thanos Verousis, Owain ap Gwilym

Research output: Chapter or section in a book/report/conference proceeding › Chapter or section

Original language	English
Title of host publication	Contemporary Issues in Financial Institutions and Markets
Subtitle of host publication	Volume 1
Editors	J. O. S. Wilson, B. Casu, D. G. McMillan
Place of Publication	London, U. K.
Publisher	Routledge
ISBN (Print)	9780415645133
Publication status	Published - Feb 2013

Cite this

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title = "Return reversals and the compass rose: insights from high frequency options data",

author = "Thanos Verousis and {ap Gwilym}, Owain",

year = "2013",

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language = "English",

isbn = "9780415645133 ",

editor = "Wilson, {J. O. S.} and B. Casu and McMillan, {D. G.}",

booktitle = "Contemporary Issues in Financial Institutions and Markets",

publisher = "Routledge",

address = "UK United Kingdom",

}

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T1 - Return reversals and the compass rose

T2 - insights from high frequency options data

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AU - ap Gwilym, Owain

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UR - http://www.routledge.com

M3 - Chapter or section

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BT - Contemporary Issues in Financial Institutions and Markets

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PB - Routledge

CY - London, U. K.

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