Day-of-the-week regularities and their higher moments in the future market
Year of publication: |
2003
|
---|---|
Authors: | Aggarwal, Raj ; Mehdian, Seyed M. ; Perry, Mark J. |
Published in: |
American business review. - West Haven, Conn., ISSN 0743-2348, ZDB-ID 1115252-7. - Vol. 21.2003, 2, p. 47-53
|
Subject: | Kalendereffekt | Calendar effect | Derivat | Derivative | USA | United States |
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