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Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker; Jach, Agnieszka - In: Journal of financial econometrics 17 (2019) 3, pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
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Day end returns - stock price manipulation
Felixson, Karl - 1997
Persistent link: https://www.econbiz.de/10000984139
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Day end returns - stock price manipulation
Felixson, Karl; Pelli, Anders - In: Journal of multinational financial management 9 (1999) 2, pp. 95-127
Persistent link: https://www.econbiz.de/10001373238