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
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页码：119 / 126
页数：8
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