Testing the Monday effect using high-frequency intraday returns : a spatial dominance approach
Sungro Lee; Chang Sik Kim; In-Moo Kim
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, Sungro ; Kim, Chang Sik ; Kim, In-Moo |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 28.2012, 1, p. 69-90
|
| Subject: | efficient markets | high-frequency intraday returns | spatial dominance | subsampling | the Monday effect | Kapitaleinkommen | Capital income | Zeit | Time | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010192149