Individual versus institutional investors and the weekend effect
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02823234.pdf
Reference39 articles.
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3. Bessembinder, H., and M. Hertzel (1993), ‘Return Autocorrelations around Nontrading Days’,Review of Financial Studies, Vol. 6, pp. 155–189.
4. Blume, M.E., and R.F. Stambaugh (1983), ‘Biases in Computed Returns: An Application to the Size Effect’,Journal of Financial Economics, Vol. 12, pp. 387–404.
5. Conrad, J., and G. Kaul (1988), ‘Time-Variation in Expected Returns’,Journal of Business, Vol. 61, pp. 409–425.
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