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

Lookup NU author(s): Dr Thanos Verousis

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Author(s): Verousis T, ap Gwilym O

Publication type: Article

Publication status: Published

Journal: European Journal of Finance

Year: 2011

Volume: 17

Issue: 9-10

Pages: 883-896

Online publication date: 28/02/2011

ISSN (print): 1351-847X

ISSN (electronic): 1466-4364

Publisher: Routledge

URL: http://dx.doi.org/10.1080/1351847X.2010.538524

DOI: 10.1080/1351847X.2010.538524

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