41 citations · 49 across the 3 of their papers we have counts for
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cond-mat.other2004★ 4 cited
Stock Price Clustering and Discreteness: The "Compass Rose" and Predictability
Constantinos E. Vorlow
In this letter we investigate the information provided by the "compass rose" (Crack, T.F. and Ledoit, O. (1996), Journal of Finance, 51(2), pg. 751-762) patterns revealed in phase…
cond-mat.other2004★ 41 cited
Price Clustering and Discreteness: Is there Chaos behind the Noise?
Antonios Antoniou, Constantinos E. Vorlow
We investigate the "compass rose" (Crack, T.F. and Ledoit, O. (1996), Journal of Finance, 51(2), pg. 751-762) patterns revealed in phase portraits (delay plots) of stock returns. T…