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La estacionalidad diaria del mercado de acciones español

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  • Amado Peiro Gimenez

    (Universidad de Valencia)

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    File URL: ftp://ftp.fundacionsepi.es/InvEcon/paperArchive/Sep1994/v18i3a8.pdf
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    Bibliographic Info

    Article provided by Fundación SEPI in its journal Investigaciones Economicas.

    Volume (Year): 18 (1994)
    Issue (Month): 3 (September)
    Pages: 557-569

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    Handle: RePEc:iec:inveco:v:18:y:1994:i:3:p:557-569

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    Postal: Investigaciones Economicas Fundación SEPI Quintana, 2 (planta 3) 28008 Madrid Spain
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    Web page: http://www.fundacionsepi.es/

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    Web: http://www.fundacionsepi.es/revistas/presentacion.asp

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
    2. Lakonishok, Josef & Levi, Maurice, 1982. " Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-89, June.
    3. Peiro, Amado, 1994. "Daily seasonality in stock returns : Further international evidence," Economics Letters, Elsevier, vol. 45(2), pages 227-232, June.
    4. J. Ignacio Peña, 1992. "On meteor showers in stock markets: New York vs Madrid," Investigaciones Economicas, Fundación SEPI, vol. 16(2), pages 225-234, May.
    5. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-38, May.
    6. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
    7. Jaffe, Jeffrey F & Westerfield, Randolph, 1985. " The Week-End Effect in Common Stock Returns: The International Evidence," Journal of Finance, American Finance Association, vol. 40(2), pages 433-54, June.
    8. French, Kenneth R. & Roll, Richard, 1986. "Stock return variances : The arrival of information and the reaction of traders," Journal of Financial Economics, Elsevier, vol. 17(1), pages 5-26, September.
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    Cited by:
    1. Vicente Meneu & Angel Pardo, . "El efecto "día festivo" en la Bolsa española," Studies on the Spanish Economy 95, FEDEA.
    2. Ainhoa Zarraga Alonso, 1998. "Análisis de causalidad entre rendimiento y volumen," Investigaciones Economicas, Fundación SEPI, vol. 22(1), pages 45-67, January.

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