THE WEEKLY PATTERN IN STOCK RETURNS - CASH VERSUS FUTURES - A NOTE

被引：32

作者：

CORNELL, B

机构：

来源：

关键词：

D O I：

10.2307/2327903

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：583 / 588

页数：6

共 9 条

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HESS, P .

[4]

HARRIS L, 1984, UNPUB T DATA STUDY W

[5] A FURTHER INVESTIGATION OF THE WEEKEND EFFECT IN STOCK RETURNS [J].

KEIM, DB ;

STAMBAUGH, RF .

[6] WEEKEND EFFECTS ON STOCK RETURNS - A NOTE [J].

LAKONISHOK, J ;

LEVI, M .

MODEST, DM ;

SUNDARESAN, M .

[8]

ROGALSKI R, 1984, UNPUB NEW FINDINGS R

[9]

SMIRLOCK M, 1983, UNPUB DAY WEEK EFFEC