Are there night and day time effects in US equity index returns? : a robust econometric analysis
João D. Monteiro, José R.P. Manso
| Year of publication: |
März 2017
|
|---|---|
| Authors: | Monteiro, João D. ; Manso, José Ramos Pires |
| Subject: | Market Efficiency | Panel Data | Robust Standard Errors | US Equity Indices | Aktienindex | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Panel | Panel study | USA | United States | Theorie | Theory | Robustes Verfahren | Robust statistics | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762838