Explaining intra-day and overnight price behavior
- 31 July 1989
- journal article
- Published by With Intelligence LLC in The Journal of Portfolio Management
- Vol. 15 (4), 10-16
- https://doi.org/10.3905/jpm.1989.409218
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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- Stock return variancesJournal of Financial Economics, 1986
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- How to profit from intradaily stock returnsThe Journal of Portfolio Management, 1986
- The Week‐End Effect in Common Stock Returns: The International EvidenceThe Journal of Finance, 1985
- Volume and turn-of-the-year behaviorJournal of Financial Economics, 1984
- Opening prices on the New York Stock ExchangeJournal of Banking & Finance, 1981