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Profiling high-frequency equity price movements in directional changes

Tsang, Edward PK and Tao, Ran and Serguieva, Antoaneta and Ma, Shuai (2017) Profiling high-frequency equity price movements in directional changes. Quantitative Finance, 17 (2). pp. 217-225. DOI https://doi.org/10.1080/14697688.2016.1164887



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Full text not available from this repository. https://doi.org/10.1080/14697688.2016.1164887

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