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Market closure and predictability of intradaily stock returns in the United States and Japan

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  • Lin, Wen-Ling

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  • Lin, Wen-Ling, 1995. "Market closure and predictability of intradaily stock returns in the United States and Japan," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 19-44, March.
    • Handle: RePEc:eee:empfin:v:2:y:1995:i:1:p:19-44
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