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：

JOURNAL OF FINANCIAL RESEARCH | 1985年 / 8卷 / 02期

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

收藏

页码：119 / 126

页数：8

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