Docherty, PaulDong, YizheSong, XiaojingTippett, Mark2018-10-042018-10-042018Docherty, 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.2017.13093281351-847Xhttp://hdl.handle.net/2164/11218Acknowledgements The authors acknowledge the helpful comments and suggestions of the Editor and referee. The usual disclaimer applies.13556079engFeller diffusionFokker-Planck equationGeometric Brownian MotionLogarithmic returnH Social SciencesEconomics, Econometrics and Finance(all)HThe Feller diffusion, filter rules and abnormal stock returnsJournal article10.1080/1351847X.2017.1309328245