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
Evidence on the effect of information and noise trading on intraday gold futures returns
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