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A DAY-END TRANSACTION PRICE ANOMALY
被引:101
作者
:
HARRIS, L
论文数:
0
引用数:
0
h-index:
0
HARRIS, L
机构
:
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1989年
/ 24卷
/ 01期
关键词
:
D O I
:
10.2307/2330746
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:29 / 45
页数:17
相关论文
共 13 条
[1]
A MONTHLY EFFECT IN STOCK RETURNS
[J].
ARIEL, RA
论文数:
0
引用数:
0
h-index:
0
ARIEL, RA
.
JOURNAL OF FINANCIAL ECONOMICS,
1987,
18
(01)
:161
-174
[2]
THE DEGREE OF PRICE RESOLUTION - THE CASE OF THE GOLD MARKET
[J].
BALL, CA
论文数:
0
引用数:
0
h-index:
0
BALL, CA
;
TOROUS, WN
论文数:
0
引用数:
0
h-index:
0
TOROUS, WN
;
TSCHOEGL, AE
论文数:
0
引用数:
0
h-index:
0
TSCHOEGL, AE
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(01)
:29
-43
[3]
COURSEY DL, 1985, PRICE EFFECTS TRADIN
[4]
FUTURES MARKETS AND INFORMATIONAL EFFICIENCY - A LABORATORY EXAMINATION
[J].
FORSYTHE, R
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
FORSYTHE, R
;
PALFREY, TR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
PALFREY, TR
;
PLOTT, CR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
PLOTT, CR
.
JOURNAL OF FINANCE,
1984,
39
(04)
:955
-981
[5]
ASSET VALUATION IN AN EXPERIMENTAL MARKET
[J].
FORSYTHE, R
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
FORSYTHE, R
;
PALFREY, TR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
PALFREY, TR
;
PLOTT, CR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
PLOTT, CR
.
ECONOMETRICA,
1982,
50
(03)
:537
-567
[6]
STOCK RETURNS AND THE WEEKEND EFFECT
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:55
-69
[7]
DAY OF THE WEEK EFFECTS AND ASSET RETURNS
[J].
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
GIBBONS, MR
;
HESS, P
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, P
.
JOURNAL OF BUSINESS,
1981,
54
(04)
:579
-596
[8]
A TRANSACTION DATA STUDY OF WEEKLY AND INTRADAILY PATTERNS IN STOCK RETURNS
[J].
HARRIS, L
论文数:
0
引用数:
0
h-index:
0
HARRIS, L
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
16
(01)
:99
-117
[9]
SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE
[J].
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
KEIM, DB
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:13
-32
[10]
CLUSTERING OF STOCK PRICES
[J].
NIEDERHOFFER, V
论文数:
0
引用数:
0
h-index:
0
NIEDERHOFFER, V
.
OPERATIONS RESEARCH,
1965,
13
(02)
:258
-+
←
1
2
→
共 13 条
[1]
A MONTHLY EFFECT IN STOCK RETURNS
[J].
ARIEL, RA
论文数:
0
引用数:
0
h-index:
0
ARIEL, RA
.
JOURNAL OF FINANCIAL ECONOMICS,
1987,
18
(01)
:161
-174
[2]
THE DEGREE OF PRICE RESOLUTION - THE CASE OF THE GOLD MARKET
[J].
BALL, CA
论文数:
0
引用数:
0
h-index:
0
BALL, CA
;
TOROUS, WN
论文数:
0
引用数:
0
h-index:
0
TOROUS, WN
;
TSCHOEGL, AE
论文数:
0
引用数:
0
h-index:
0
TSCHOEGL, AE
.
JOURNAL OF FUTURES MARKETS,
1985,
5
(01)
:29
-43
[3]
COURSEY DL, 1985, PRICE EFFECTS TRADIN
[4]
FUTURES MARKETS AND INFORMATIONAL EFFICIENCY - A LABORATORY EXAMINATION
[J].
FORSYTHE, R
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
FORSYTHE, R
;
PALFREY, TR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
PALFREY, TR
;
PLOTT, CR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV, PITTSBURGH, PA 15213 USA
PLOTT, CR
.
JOURNAL OF FINANCE,
1984,
39
(04)
:955
-981
[5]
ASSET VALUATION IN AN EXPERIMENTAL MARKET
[J].
FORSYTHE, R
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
FORSYTHE, R
;
PALFREY, TR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
PALFREY, TR
;
PLOTT, CR
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213
PLOTT, CR
.
ECONOMETRICA,
1982,
50
(03)
:537
-567
[6]
STOCK RETURNS AND THE WEEKEND EFFECT
[J].
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:55
-69
[7]
DAY OF THE WEEK EFFECTS AND ASSET RETURNS
[J].
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
GIBBONS, MR
;
HESS, P
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, P
.
JOURNAL OF BUSINESS,
1981,
54
(04)
:579
-596
[8]
A TRANSACTION DATA STUDY OF WEEKLY AND INTRADAILY PATTERNS IN STOCK RETURNS
[J].
HARRIS, L
论文数:
0
引用数:
0
h-index:
0
HARRIS, L
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
16
(01)
:99
-117
[9]
SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE
[J].
KEIM, DB
论文数:
0
引用数:
0
h-index:
0
KEIM, DB
.
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(01)
:13
-32
[10]
CLUSTERING OF STOCK PRICES
[J].
NIEDERHOFFER, V
论文数:
0
引用数:
0
h-index:
0
NIEDERHOFFER, V
.
OPERATIONS RESEARCH,
1965,
13
(02)
:258
-+
←
1
2
→