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An explanation for the compass rose pattern

✍ Scribed by Kimberly C Gleason; Chun I Lee; Ike Mathur


Book ID
117331800
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
332 KB
Volume
68
Category
Article
ISSN
0165-1765

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A comprehensive examination of the compa
✍ Lee, Chun I.; Gleason, Kimberly C.; Mathur, Ike πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 601 KB

This article provides a comprehensive examination of the existence, or the lack thereof, of the compass rose pattern in futures markets. The results from 118 futures contracts traded on 31 futures exchanges in 15 countries show that the compass rose pattern exists only in some futures contracts, in