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- W2023704805 abstract "The compass rose pattern cannot be observed in daily returns in the spot foreign exchange (forex) market, but is observable when intraday forex returns are used. Monte Carlo simulations show that the pattern is visible only when the tick/volatility ratio is above some threshold level, a condition that is readily met with intraday returns." @default.
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- W2023704805 date "2000-08-01" @default.
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- W2023704805 title "An explanation for the compass rose pattern" @default.
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- W2023704805 doi "https://doi.org/10.1016/s0165-1765(00)00252-4" @default.
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