STOCK RETURNS AND THE WEEKEND EFFECT

被引:715
作者
FRENCH, KR
机构
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D O I
10.1016/0304-405X(80)90021-5
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:55 / 69
页数:15
相关论文
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Morgenstern O., 1970, PREDICTABILITY STOCK
[12]   DISTRIBUTION OF STOCK RETURNS [J].
OFFICER, RR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (340) :807-812
[13]   AUTOREGRESSIVE JUMP PROCESS FOR COMMON STOCK RETURNS [J].
OLDFIELD, GS ;
ROGALSKI, RJ ;
JARROW, RA .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) :389-418
[15]  
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