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Tests of stability for variances and means of overnight/intraday returns during bull and bear markets

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  • Lockwood, Larry J.
  • McInish, Thomas H.

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  • Lockwood, Larry J. & McInish, Thomas H., 1990. "Tests of stability for variances and means of overnight/intraday returns during bull and bear markets," Journal of Banking & Finance, Elsevier, vol. 14(6), pages 1243-1253, December.
  • Handle: RePEc:eee:jbfina:v:14:y:1990:i:6:p:1243-1253
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    Cited by:

    1. Safari, Meysam & TahmooresPour, Reza, 2011. "Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return," MPRA Paper 28913, University Library of Munich, Germany.
    2. Chan, Kam C. & Chang, Yuanchen & Lung, Peter P., 2009. "Informed trading under different market conditions and moneyness: Evidence from TXO options," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 189-208, April.
    3. Ho, Kim Wai, 1996. "Short-sales restrictions and volatility The case of the Stock Exchange of Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 4(4), pages 377-391, December.
    4. Safari, Meysam, 2009. "Dividend Yield and Stock Return in Different Economic Environment: Evidence from Malaysia," MPRA Paper 23841, University Library of Munich, Germany.

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