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Opening and Closing the Market: Evidence from the London Stock Exchange
Ellul, Andrew; Shin, Hyun Song; Tonks, Ian - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 779-802
Persistent link: https://www.econbiz.de/10006691402
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Trading rules and excess volatility
Bulkley, George - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 365-382
Persistent link: https://www.econbiz.de/10001129746
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Opening and closing the market : evidence from the London stock exchange
Ellul, Andrew; Shin, Hyun Song; Tonks, Ian - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 779-802
Persistent link: https://www.econbiz.de/10003242807
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New evidence on mutual fund performance : a comparison of alternative bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1279-1299
Persistent link: https://www.econbiz.de/10011743963