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

Bentley College
Texas Southern University
Southern Illinois University Carbondale

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

Access to Document

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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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

M3 - Article

AN - SCOPUS:0034402711

SN - 0165-1765

VL - 68

SP - 127

EP - 133

JO - Economics Letters

JF - Economics Letters

IS - 2

ER -

An explanation for the compass rose pattern

ASJC Scopus Subject Areas

Keywords

Access to Document

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