Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components
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- Lucey, Brian & Sevic, Aleksandar, 2010.
"Investigating the determinants of banking coexceedances in Europe in the summer of 2008,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 20(3), pages 275-283, July.
- Brian Lucey* School of Business and Institute for International Integration Studies,Trinity College Dublin Aleksandar Ševic, School of Business, Trinity College Dublin, 2009. "Investigating the Determinants of Banking Coexceedances in Europe in the Summer of 2008," The Institute for International Integration Studies Discussion Paper Series iiisdp301, IIIS.
- Crystal Xiaobei Chen, 2012. "The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market," International Journal of Managerial Finance, Emerald Group Publishing, vol. 8(3), pages 204-218, June.
- Robert Kelly, 2008. "Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 55-78.
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