Systematic patterns before and after large price changes: an investigation using high frequency data from the Paris Bourse

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@article{3601d34a67614e86b0bb0de4dd5f4369,

title = "Systematic patterns before and after large price changes: an investigation using high frequency data from the Paris Bourse",

author = "F. Hamelink",

year = "2003",

doi = "10.1002/for.874",

language = "English",

volume = "22",

pages = "533--549",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley and Sons Ltd",

}