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My bibliography Save this articleA note on the intraday and intraweek patterns in premiums of exchange-traded funds: evidence from Hong Kong
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DOI: 10.1080/13504850802314429
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- Dyl, Edward A & Maberly, Edwin D, 1986. "The Weekly Pattern in Stock Index Futures: A Further Note," Journal of Finance, American Finance Association, vol. 41(5), pages 1149-1152, December.
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- Brock, William A. & Kleidon, Allan W., 1992. "Periodic market closure and trading volume : A model of intraday bids and asks," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 451-489.
- Smirlock, Michael & Starks, Laura, 1986. "Day-of-the-week and intraday effects in stock returns," Journal of Financial Economics, Elsevier, vol. 17(1), pages 197-210, September.
- French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.
- Ching-Chung Lin & Shih-Ju Chan & Hsinan Hsu, 2006. "Pricing efficiency of exchange traded funds in Taiwan," Journal of Asset Management, Palgrave Macmillan, vol. 7(1), pages 60-68, May.
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