Is there seasonality in traded and non-traded period returns in the US equity market? : a multiple structural change approach
João Dionísio Monteiro, José Luis Miralles-Quirós, José Ramos Pires Manso
| Year of publication: |
2018
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|---|---|
| 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
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| Subject: | night and daytime returns | market efficiency | US equity exchange-traded funds | calendar effects | multiple structural change | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | USA | United States | Kalendereffekt | Calendar effect | Strukturwandel | Structural change | Saisonale Schwankungen | Seasonal variations | Börsenkurs | Share price |
| 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://ebvufind01.dmz1.zbw.eu/10011897347