Robust structure without predictability: The "compass rose" pattern of the stock market

Journal of Finance

Volumn 51, Issue 2, 1996, Pages 751-762

  Crack, Timothy Falcon ^b   Ledoit, Olivier ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039015447     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb02702.x     Document Type: Article

References (12)

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