Trading session effects on stock returns and their...

Physica A: Statistical Mechanics and its Applications 2015 / 11

Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country

Balaban, Ercan, Ozgen, Tolga
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.09.104
Date:
November, 2015
File:
PDF, 371 KB
english, 2015
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