Seasonality in outliers of daily stock returns: A tail that...

Seasonality in outliers of daily stock returns: A tail that wags the dog?

Dan Galai, Haim Kedar-Levy, Ben Z. Schreiber
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Volume:
17
Year:
2008
Language:
english
DOI:
10.1016/j.irfa.2007.12.001
File:
PDF, 238 KB
english, 2008
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