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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Tinbergen Institute research series"
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Calendar effect
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The North American journal of economics and finance : a journal of financial economics studies
Tinbergen Institute research series
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International journal of economics and finance
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1
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
2
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
3
Rise and fall of calendar anomalies over a century
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 181-205
Persistent link: https://www.econbiz.de/10012269177
Saved in:
4
Price discovery and liquidity in the high frequency world
Ozturk, Sait Ridvan
-
2016
Persistent link: https://www.econbiz.de/10011556366
Saved in:
5
Time varying risk premium and limited participation in financial markets
Wang, Xuedong
-
2015
Persistent link: https://www.econbiz.de/10011279798
Saved in:
6
Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.
;
Guerrero, David E.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
Saved in:
7
Liquidity management and overnight rate calendar effects : evidence from German banks
Fecht, Falko
;
Nyborg, Kjell G.
;
Rocholl, Jörg
- In:
The North American journal of economics and finance : a …
19
(
2008
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003742565
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