๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Trading Returns for the Weekend Effect Using Intraday Data

โœ Scribed by Edward H. Chow; Ping Hsiao; Michael E. Solt


Book ID
108567658
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
208 KB
Volume
24
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Evidence on the effect of information an
โœ Beni Lauterbach; Margaret Monroe ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 468 KB

everal studies such as and document that S equity returns are more volatile during trading hours than during non-trading hours. In a recent paper, examine the behavior of the daily (close to close) returns of all NYSE and AMEX stocks. They find that trading hour return variance is much higher th