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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

The Feller diffusion, filter rules and abnormal stock returns

Lookup NU author(s): Dr Xiaojing SongORCiD

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Publication metadata

Author(s): Docherty P, Dong YZ, Song XJ, Tippett M

Publication type: Article

Publication status: Published

Journal: European Journal of Finance

Year: 2018

Volume: 24

Issue: 5

Pages: 426-438

Online publication date: 05/04/2017

Acceptance date: 08/03/2017

ISSN (print): 1351-847X

ISSN (electronic): 1466-4364

Publisher: Taylor & Francis

URL: https://doi.org/10.1080/1351847X.2017.1309328

DOI: 10.1080/1351847X.2017.1309328


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