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Applied Economics Letters Volume 10, 2003 - Issue 8
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Original Articles

Trading frequency and the compass rose

Charlie Cai International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
,
Robert Hudson International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
&
Kevin Keasey International Institute of Banking and Financial Services, The University of Leeds, Leeds, LS2 9JT, UK
Pages 511-517 | Published online: 06 Oct 2010

Citations (5)

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Read on this site (1)

Thanos Verousis & Owain ap Gwilym. (2011) Return reversals and the compass rose: insights from high frequency options data. The European Journal of Finance 17:9-10, pages 883-896.
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Articles from other publishers (4)

Jonathan A. Batten, Brian M. Lucey & Maurice Peat. (2018) Complexity in financial asset returns: Evidence from the compass rose. Chaos: An Interdisciplinary Journal of Nonlinear Science 28:12.
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Jonathan A. Batten & Mahmoud Hamada. (2009) The compass rose pattern in electricity prices. Chaos: An Interdisciplinary Journal of Nonlinear Science 19:4.
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Jonathan A. Batten, Brian M. Lucey & Maurice Peat. (2017) Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose. SSRN Electronic Journal.
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Jonathan A. Batten & Mahmoud Hamada. (2008) The Compass Rose in Electricity Prices. SSRN Electronic Journal.
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