Winston S. Buckley, Hongwei Long, Sandun Perera. A jump model for fads in asset prices under asymmetric information. European Journal of Operational Research, 236(1):200-208, 2014. [doi]
@article{BuckleyLP14,
title = {A jump model for fads in asset prices under asymmetric information},
author = {Winston S. Buckley and Hongwei Long and Sandun Perera},
year = {2014},
doi = {10.1016/j.ejor.2013.10.037},
url = {http://dx.doi.org/10.1016/j.ejor.2013.10.037},
researchr = {https://researchr.org/publication/BuckleyLP14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {236},
number = {1},
pages = {200-208},
}