Do DOW returns really influence the intraday Spanish stock market behavior?
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More about this item
KeywordsIntraday data; Asymmetric models; Information spillovers; Overreaction; Underreaction;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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