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

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

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