Seasonality in Outliers of Daily Stock Returns: A Tail that Wags the Dog?
Galai, Dan, Kedar-Levy, Haim, Schreiber, Ben Z.Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.426080
File:
PDF, 166 KB
english, 2003