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Return reversals and the compass rose: insights from high frequency options data

Verousis, Thanos and ap Gwilym, Owain (2013) Return reversals and the compass rose: insights from high frequency options data. In: Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. ISBN 9780415645133. Official URL: https://www.routledge.com/product/isbn/97804156451...



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Filename: Return Reversals and the Compass Rose.docx.pdf;Insights from High Frequency Options Data.pdf

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