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Understanding intraday momentum strategies
Rosa, Carlo, (2022)
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid, (2021)
Markets never forget (but people do) : how your memory is costing you money and why this time isn't different
Fisher, Kenneth L., (2012)
Amplification and asymmetry in crashes and frenzies
Ozsoylev, Han N., (2005)
Amplification and Asymmetry in Crashes and Frenzies
Ozsoylev, Han N., (2012)
Price, trade size, and information revelation in multi-period securities markets
Ozsoylev, Han N., (2009)