haku: @author Wang, C. / yhteensä: 15
viite: 7 / 15
| Tekijä: | Wang, H. Wang, C. |
| Otsikko: | Visibility of the compass rose in financial asset returns: a quantitative study |
| Lehti: | Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1099-1111 |
| Asiasana: | ASSETS INFORMATION SHARE PRICES TIME SERIES |
| Vapaa asiasana: | COMPASS ROSE |
| Kieli: | eng |
| Tiivistelmä: | 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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