Return Autocorrelations around Nontrading Days
| Year of publication: |
1993
|
|---|---|
| Authors: | Bessembinder, Hendrik ; Hertzel, Michael G. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 6.1993, 1, p. 155-190
|