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

Josep García Blandón

doi:10.1080/14697680701447458

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

Josep García Blandón

Research output: Indexed journal article › Article › peer-review

2 Citations (Web of Science)

Original language	English
Pages (from-to)	341-349
Number of pages	9
Journal	Quantitative Finance
Volume	8
Issue number	4
DOIs	https://doi.org/10.1080/14697680701447458
Publication status	Published - Jun 2008

Access to Document

10.1080/14697680701447458

Cite this

@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 \& Francis",

number = "4",

}

TY - JOUR

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

Y1 - 2008/6

UR - https://www.scopus.com/pages/publications/45849083933

UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=pure_univeritat_ramon_llull&SrcAuth=WosAPI&KeyUT=WOS:000257031500002&DestLinkType=FullRecord&DestApp=WOS_CPL

U2 - 10.1080/14697680701447458

DO - 10.1080/14697680701447458

M3 - Article

AN - SCOPUS:45849083933

SN - 1469-7688

VL - 8

SP - 341

EP - 349

JO - Quantitative Finance

JF - Quantitative Finance

IS - 4

ER -

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

Access to Document

Other files and links

Cite this