@inbook{d31cd463485a406ba4dd504198f7c868,
title = "A Study of Persistence of Price Movement Using High Frequency Financial Data",
keywords = "Favorable price movement, Price movement, frequency data, Rare events, time distribution",
author = "Dragos Bozdog and Ionu{\c t} Florescu and Khaldoun Khashanah and Jim Wang",
year = "2011",
month = nov,
day = "7",
doi = "10.1002/9781118204580.ch2",
language = "English",
isbn = "9780470876886",
pages = "27--46",
booktitle = "Handbook of Modeling High-Frequency Data in Finance",
publisher = "John Wiley and Sons",
}