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Overreaction diamonds: precursors and aftershocks for significant price changes 

Authors: Ahmet Duran a; Gunduz Caginalp b
Affiliations:   a Department of Mathematics, University of Michigan, Ann Arbor, MI, USA
b Department of Mathematics, University of Pittsburgh, Pittsburgh, PA, USA
DOI: 10.1080/14697680601009903
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 7, Issue 3 June 2007 , pages 321 - 342
Formats available: HTML (English) : PDF (English)

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