Return autocorrelation anomalies and the importance of non-trading periods: Evidence from Spain, France and Germany

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@article{f5f91ea3e30849ddb2f64d39042ccdfa,

title = "Return autocorrelation anomalies and the importance of non-trading periods: Evidence from Spain, France and Germany",

author = "Bland{\'o}n, {Josep Garc{\'i}a}",

year = "2008",

month = jun,

doi = "10.1080/14697680701447458",

language = "English",

volume = "8",

pages = "341--349",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "4",

}

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T1 - Return autocorrelation anomalies and the importance of non-trading periods

T2 - Evidence from Spain, France and Germany

AU - Blandón, Josep García

PY - 2008/6

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DO - 10.1080/14697680701447458

M3 - Article

AN - SCOPUS:45849083933

SN - 1469-7688

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JO - Quantitative Finance

JF - Quantitative Finance

IS - 4

ER -