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

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

Research output: Contribution to journalReview articlepeer-review

Original languageEnglish
Pages (from-to)93-109
Number of pages17
JournalEuropean Journal of Finance
Volume11
Issue number2
DOIs
StatePublished - Apr 2005

ASJC Scopus Subject Areas

  • Economics, Econometrics and Finance (miscellaneous)

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