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

Verousis, T. and Ap Gwilym, O. (2011) Return reversals and the compass rose: insights from high frequency options data. The European Journal of Finance, 17 ((9-10)). pp. 883-896. DOI: 10.1080/1351847X.2010.538524

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Item Type: Article
Subjects: Research Publications
Departments: College of Business, Law, Education and Social Sciences > Bangor Business School
Date Deposited: 09 Dec 2014 17:01
Last Modified: 23 Sep 2015 03:20
ISSN: 1351-847X
URI: http://e.bangor.ac.uk/id/eprint/1801
Identification Number: DOI: 10.1080/1351847X.2010.538524
Publisher: Unknown
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