search query: @author Wang, C. / total: 15
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| Author: | Wang, H. Wang, C. |
| Title: | Visibility of the compass rose in financial asset returns: a quantitative study |
| Journal: | Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1099-1111 |
| Index terms: | ASSETS INFORMATION SHARE PRICES TIME SERIES |
| Freeterms: | COMPASS ROSE |
| Language: | eng |
| Abstract: | The compass rose phenomenon is studied based on the random walk model of stock prices. It is found that the structure is inherently present in any financial data having a finite precision, but becomes visible only under some conditions. |
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