Overnight and Daytime Stock-Return Dynamics on the London Stock Exchanges: The Impacts of "Big Bang" and the 1987 Stock-Market Crash
| Year of publication: |
1995
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|---|---|
| Authors: | Masulis, Ronald W. ; Ng, Victor K. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 13.1995, 4, p. 365-378
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