Reversal of Monday returns : it is the afternoon that matters
Year of publication: |
2024
|
---|---|
Authors: | Pigorsch, Uta ; Schäfer, Sebastian |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105525, p. 1-7
|
Subject: | Asset Pricing | Investors disagreement | Return prediction | Return reversal | Kapitaleinkommen | Capital income | CAPM | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
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