• 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
    26
  • From page
    19
  • To page
    44
  • 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