Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject trading strategy
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 7-Mar-2023 | Price Convergence between Credit Default Swap and Put Option: New Evidence | Chan, KK; Kolokolova, O; Lin, M-T; Poon, S-H |
| 2-Jul-2017 | Price gaps: another market anomaly? | Caporale, GM; Plastun, A |
| 2023 | Price gaps: another market anomaly? | Caporale, GM; Plastun, A |
| 29-Aug-2019 | Price overreactions in the cryptocurrency market | Caporale, GM; Plastun, A |