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

Producción científica: Artículo en revista indizada › Artículo › revisión exhaustiva

2 Citas (Web of Science)

Idioma original	Inglés
Páginas (desde-hasta)	341-349
Número de páginas	9
Publicación	Quantitative Finance
Volumen	8
N.º	4
DOI	https://doi.org/10.1080/14697680701447458
Estado	Publicada - jun 2008

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10.1080/14697680701447458

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