Reverse weekend effect, trading volume, an illiquidity
Year of publication: |
2011
|
---|---|
Authors: | Brusa, Jorge ; Hernández, Rodrigo ; Liu, Pu |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 9, p. 817-839
|
Subject: | Aktienindex | Stock index | Aktie | Share | Handelsvolumen der Börse | Trading volume | Kalendereffekt | Calendar effect | USA | United States |
-
The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani, (2016)
-
New evidence on the price and liquidity effects of the FTSE 100 index revisions
Mazouz, Khelifa, (2007)
-
Anticipatory effects in the FTSE 100 index revisions
Fernandes, Marcelo, (2015)
- More ...
-
Hernández, Rodrigo, (2012)
-
Hernández, Rodrigo, (2011)
-
Contingent claim valuation of express certificates
Hernández, Rodrigo, (2010)
- More ...