مرکز منطقه ای اطلاع رساني علوم و فناوري - Market closure and predictability of intradaily stock returns in the United States and Japan

Title of article :

Market closure and predictability of intradaily stock returns in the United States and Japan

Author/Authors :

Wen-Ling Lin، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1995

Pages :

From page :

To page :

Keywords :

Market closure , Predictability of stock returns , GARCH , Market timing

Journal title :

Journal of Empirical Finance

Serial Year :

1995

Journal title :

Journal of Empirical Finance

Record number :

130570

Link To Document :