Overnight and Daytime Stock-Return Dynamics on the London...

Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impacts of "Big Bang" and the 1987 Stock-Market Crash

Ronald W. Masulis and Victor K. Ng
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Volume:
13
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392383
Date:
October, 1995
File:
PDF, 639 KB
english, 1995
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