INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS

被引：16

作者：

MCINISH, TH ^{[1
]}

WOOD, RA ^{[1
]}

机构：

[1] PENN STATE UNIV,UNIVERSITY PK,PA 16802

来源：

关键词：

D O I：

10.1111/j.1475-6803.1985.tb00393.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：119 / 126

页数：8

共 15 条

[1]

FRENCH K, 1984, IS TRADING SELF GENE

[2]

FRENCH K, 1980, J FINANCIAL EC MAR, P55

[3] DAY OF THE WEEK EFFECTS AND ASSET RETURNS [J].

GIBBONS, MR ;

HESS, P .

[4]

HARRIS L, 1984, T DATA STUDY WEEKLY

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

LAKONISHOK, J ;

LEVI, M .

[6]

MCINISH TH, 1985, J FINANCIAL RES SPR, P69

[7]

MCINISH TH, 1983, FINANCIAL REV MAY, P206

[8]

OLDFIELD G, 1977, J FINANCIAL EC DEC, P389

[9]

OLDFIELD GS, 1980, J FINANCE JUN, P729

PAGE, EB .