Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts
| Year of publication: |
1991
|
|---|---|
| Authors: | Johnston, Elizabeth Tashijan ; Kracaw, William A. ; McConnell, John J. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 26.1991, 01, p. 23-44
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |