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An explanation for the compass rose pattern
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: Economics letters 68 (2000) 2, pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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The tick/volatility ratio as a determinant of the compass rose pattern
Lee, Chun I.; Mathur, Iqbal; Gleason, Kimberley C. - In: The European journal of finance 11 (2005) 2, pp. 93-109
Persistent link: https://www.econbiz.de/10002841754