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Day-of-the-week and intraday effects in stock returns

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Author Info
Smirlock, Michael
Starks, Laura
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File URL: http://www.sciencedirect.com/science/article/B6VBX-458WN9H-S/2/ab365cc88b6225e6da5cf611746773a6
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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:197-210

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Güray Küçükkocaoglu, 2008. "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 5(1), pages 46-84, April. [Downloadable!]
  2. Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005. "The weekend trading profitability: evidence from international mutual funds," Working Papers 2004-10, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  3. Ercan Balaban, 1994. "Day of the Week Effects : New Evidence from an Emerging Stock Market," Discussion Papers 9410, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  4. Tokel, Omer Emre & Yucel, Eray M., 2009. "Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey," MPRA Paper 15704, University Library of Munich, Germany. [Downloadable!]
  5. Ryan Sullivan & Allan Timmermann & Halbert White, 1998. "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series 1998-16, Department of Economics, UC San Diego. [Downloadable!]
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  6. Ercan Balaban, 1995. "Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation," Discussion Papers 9502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  7. CHUKWUOGOR-NDU, Chiaku & FERIDUN, Mete, 2006. "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). [Downloadable!] (restricted)
  8. 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. [Downloadable!]
    Other versions:
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