Work

Are Stock Returns Different over Weekends? A Jump Diffusion Analysis of the "Weekend Effect"

Year: 1999

Type: article

Source: New England economic review

Author: Peter Fortune

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1576519293

FWCI: 3.439

Cites: 14

Cited by: 31

Related to: 10