| dc.contributor |
University of Aberdeen.Finance |
|
| dc.creator |
Docherty, Paul |
|
| dc.creator |
Dong, Yizhe |
|
| dc.creator |
Song, Xiaojing |
|
| dc.creator |
Tippett, Mark |
|
| dc.date |
2018-10-04T23:07:00Z |
|
| dc.date |
2018-10-04T23:07:00Z |
|
| dc.date |
2018 |
|
| dc.date |
2018-10-05 |
|
| dc.date.accessioned |
2022-05-24T06:10:04Z |
|
| dc.date.available |
2022-05-24T06:10:04Z |
|
| dc.identifier |
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 |
|
| dc.identifier |
1351-847X |
|
| dc.identifier |
PURE: 93885025 |
|
| dc.identifier |
PURE UUID: a42121fc-8987-4faa-9c41-60d157e04fea |
|
| dc.identifier |
Scopus: 85017143776 |
|
| dc.identifier |
http://hdl.handle.net/2164/11218 |
|
| dc.identifier |
https://doi.org/10.1080/1351847X.2017.1309328 |
|
| dc.identifier |
24 |
|
| dc.identifier |
5 |
|
| dc.identifier.uri |
http://localhost:8080/xmlui/handle/CUHPOERS/117879 |
|
| dc.description |
Acknowledgements The authors acknowledge the helpful comments and suggestions of the Editor and referee. The usual disclaimer applies. |
|
| dc.description |
Peer reviewed |
|
| dc.description |
Postprint |
|
| dc.format |
13 |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.relation |
European Journal of Finance |
|
| dc.rights |
This is an Accepted Manuscript of an article published by Taylor & Francis in European Journal of Finance on 5th April 2017, available online: http://www.tandfonline.com/10.1080/1351847X.2017.1309328 |
|
| dc.subject |
Feller diffusion |
|
| dc.subject |
Fokker-Planck equation |
|
| dc.subject |
Geometric Brownian Motion |
|
| dc.subject |
Logarithmic return |
|
| dc.subject |
H Social Sciences |
|
| dc.subject |
Economics, Econometrics and Finance(all) |
|
| dc.subject |
H |
|
| dc.title |
The Feller diffusion, filter rules and abnormal stock returns |
|
| dc.type |
Journal article |
|