The Feller diffusion, filter rules and abnormal stock returns
Date
2018
Journal Title
Journal ISSN
Volume Title
Publisher
Citation
Docherty, P, Dong, Y, Song, X & Tippett, M 2018, 'The Feller diffusion, filter rules and abnormal stock returns', European Journal of Finance, vol. 24, no. 5, pp. 426-438. https://doi.org/10.1080/1351847X.2017.1309328