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The tick/volatility ratio as a determinant of the compass rose pattern
Lee, Chun I.; Mathur, Iqbal; Gleason, Kimberley C. - In: The European journal of finance 11 (2005) 2, pp. 93-109
Persistent link: https://www.econbiz.de/10002841754
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Trading rule profits in Latin American currency spot rates
Lee, Chun I.; Gleason, Kimberly; Mathur, Iqbal - In: International review of financial analysis 10 (2001) 2, pp. 135-156
Persistent link: https://www.econbiz.de/10001603132
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Dimensions of international expansions by US firms to China : wealth effects, mode selection, and firm-specific factors
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: International review of economics & finance : IREF 11 (2002) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10001719326
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An explanation for the compass rose pattern
Gleason, Kimberly; Lee, Chun I.; Mathur, Iqbal - In: Economics letters 68 (2000) 2, pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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Efficiency tests in the French derivatives market
Lee, Chun I.; Gleason, Kimberly; Mathur, Iqbal - In: Journal of banking & finance 24 (2000) 5, pp. 787-807
Persistent link: https://www.econbiz.de/10001467849
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A comprehensive look at the efficacy of technical trading rules applied to cross-rates
Lee, Chun I. - In: The European journal of finance 2 (1996) 4, pp. 389-411
Persistent link: https://www.econbiz.de/10001216120
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Trading rule profits in European currency spot cross-rates
Lee, Chun I. - In: Journal of banking & finance 20 (1996) 5, pp. 949-962
Persistent link: https://www.econbiz.de/10001203301
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A comprehensive examination of the Compass Rose pattern in futures markets
Lee, Chun I.; Gleason, Kimberly C.; Mathur, Iqbal - In: The journal of futures markets 19 (1999) 5, pp. 551-564
Persistent link: https://www.econbiz.de/10001410424
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Efficiency tests in the Spanish futures markets
Lee, Chun I.; Mathur, Ike - In: The journal of futures markets 19 (1999) 1, pp. 59 -77
Persistent link: https://www.econbiz.de/10001377560
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Herding Behavior in European Futures Markets
Gleason, Kimberly C. - 2003
The research on herding behavior in common stocks is extended to contracts traded on European futures markets. We use the Christie and Huang (1995) herding model to identify the possibility of the existence of herding behavior in thirteen commodity futures contracts traded on three European...
Persistent link: https://www.econbiz.de/10012786566