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

Thanos Verousis, Owain ap Gwilym

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationContemporary Issues in Financial Institutions and Markets
Subtitle of host publicationVolume 1
EditorsJ. O. S. Wilson, B. Casu, D. G. McMillan
Place of PublicationLondon, U. K.
PublisherRoutledge
ISBN (Print)9780415645133
Publication statusPublished - Feb 2013

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