An explanation for the compass rose pattern

Kimberly C. Gleason; Chun I. Lee; Ike Mathur

doi:10.1016/s0165-1765(00)00252-4

An explanation for the compass rose pattern

Kimberly C. Gleason, Chun I. Lee, Ike Mathur

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	127-133
Number of pages	7
Journal	Economics Letters
Volume	68
Issue number	2
DOIs	https://doi.org/10.1016/s0165-1765(00)00252-4
State	Published - Aug 2000
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

C22
Compass rose
F31
G15
High frequency data
Nonlinearities
Tick/volatility

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10.1016/s0165-1765(00)00252-4

Cite this

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title = "An explanation for the compass rose pattern",

keywords = "C22, Compass rose, F31, G15, High frequency data, Nonlinearities, Tick/volatility",

author = "Gleason, {Kimberly C.} and Lee, {Chun I.} and Ike Mathur",

year = "2000",

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language = "English",

volume = "68",

pages = "127--133",

journal = "Economics Letters",

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T1 - An explanation for the compass rose pattern

AU - Gleason, Kimberly C.

AU - Lee, Chun I.

AU - Mathur, Ike

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KW - Compass rose

KW - F31

KW - G15

KW - High frequency data

KW - Nonlinearities

KW - Tick/volatility

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DO - 10.1016/s0165-1765(00)00252-4

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JO - Economics Letters

JF - Economics Letters

IS - 2

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An explanation for the compass rose pattern

ASJC Scopus Subject Areas

Keywords

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