Reversal of Monday returns : it is the afternoon that matters
Uta Pigorsch, Sebastian Schäfer
| Year of publication: |
2024
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|---|---|
| Authors: | Pigorsch, Uta ; Schäfer, Sebastian |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105525, p. 1-7
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| Subject: | Asset Pricing | Investors disagreement | Return prediction | Return reversal | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014563770