Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse
Version of Record online: 27 NOV 2003
Copyright © 2003 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 22, Issue 6-7, pages 533–549, September - November 2003
How to Cite
Hamelink, F. (2003), Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse. J. Forecast., 22: 533–549. doi: 10.1002/for.874
- Issue online: 27 NOV 2003
- Version of Record online: 27 NOV 2003
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