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A transaction data study of weekly and intradaily patterns in stock returns
Author(s):
Lawrence Harris
Publication date
Created:
May 1986
Publication date
(Print):
May 1986
Journal:
Journal of Financial Economics
Publisher:
Elsevier BV
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The relationship between return and market value of common stocks
Rolf W. Banz
(1981)
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Stock returns and the weekend effect
Kenneth French
(1980)
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Biases in computed returns
Marshall E. Blume
,
Robert F. Stambaugh
(1983)
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Author and article information
Journal
Title:
Journal of Financial Economics
Abbreviated Title:
Journal of Financial Economics
Publisher:
Elsevier BV
ISSN (Print):
0304405X
Publication date Created:
May 1986
Publication date (Print):
May 1986
Volume
: 16
Issue
: 1
Pages
: 99-117
Article
DOI:
10.1016/0304-405X(86)90044-9
SO-VID:
a4c35440-4edc-45a0-a9cd-d983cee90ec7
Copyright ©
© 1986
License:
http://www.elsevier.com/tdm/userlicense/1.0/
History
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