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Day-of-the-week and intraday effects in stock returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Smirlock, Michael
Starks, Laura
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Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 17 (1986)
Issue (Month): 1 (September)
Pages: 197-210
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Handle: RePEc:eee:jfinec:v:17:y:1986:i:1:p:197-210Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
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Ercan Balaban, 1994.
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Ryan Sullivan & Allan Timmermann & Halbert White, 1998.
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"N Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003) ,"
Applied Econometrics and International Development ,
Euro-American Association of Economic Development, vol. 6(1).
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Paweł Strawiński & Robert Ślepaczuk, 2008.
"Analysis of HF data on the WSE in the context of EMH ,"
Working Papers
2008-08, Faculty of Economic Sciences, University of Warsaw.
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Other versions:
Strawinski, Pawel & Slepaczuk, Robert, 2008.
"Analysis of HF data on the WSE in the context of EMH ,"
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9532, University Library of Munich, Germany.
[Downloadable!] Strawinski, Pawel & Slepaczuk, Robert, 2008.
"Analysis of HF data on the WSE in the context of EMH ,"
MPRA Paper
9532, University Library of Munich, Germany.
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