The Feller diffusion, filter rules and abnormal stock returns
Publication date
2018Metadata
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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