The tick-volatility ratio as a determinant of the compass rose pattern
| Year of publication: |
2005
|
|---|---|
| Authors: | Lee, Chun ; Mathur, Ike ; Gleason, Kimberly |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 11.2005, 2, p. 93-110
|