Is there seasonality in traded and non-traded period returns in the US equity market? : a multiple structural change approach
Year of publication: |
2018
|
---|---|
Authors: | Monteiro, João Dionísio ; Miralles-Quirós, José Luis ; Manso, José Ramos Pires |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 68.2018, 1, p. 71-98
|
Subject: | night and daytime returns | market efficiency | US equity exchange-traded funds | calendar effects | multiple structural change | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Strukturwandel | Structural change | Strukturbruch | Structural break | Saisonale Schwankungen | Seasonal variations |
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