The tick/volatility ratio as a determinant of the compass rose pattern

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

doi:10.1080/1351847032000137438

The tick/volatility ratio as a determinant of the compass rose pattern

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

Finance

Research output: Contribution to journal › Review article › peer-review

Original language	English
Pages (from-to)	93-109
Number of pages	17
Journal	European Journal of Finance
Volume	11
Issue number	2
DOIs	https://doi.org/10.1080/1351847032000137438
State	Published - Apr 2005

ASJC Scopus Subject Areas

Economics, Econometrics and Finance (miscellaneous)

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10.1080/1351847032000137438

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title = "The tick/volatility ratio as a determinant of the compass rose pattern",

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

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AU - Gleason, Kimberly C.

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SP - 93

EP - 109

JO - European Journal of Finance

JF - European Journal of Finance

IS - 2

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The tick/volatility ratio as a determinant of the compass rose pattern

ASJC Scopus Subject Areas

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