Analysis of HF data on the WSE in the context of EMH
Year of publication: |
2008-06
|
---|---|
Authors: | Strawinski, Pawel ; Slepaczuk, Robert |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | high-frequency financial data | robust analysis | pre-weighting | efficient market hypothesis | calendar effects | intra-day effects | the open jump effect | the end of session effect | emerging markets |
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