Work

Intraweek and intraday seasonalities in stock market risk premia: Cash and futures

Year: 1992

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(92)90087-g

Authors: Pradeep K. Yadav, Peter F. Pope

Institution: University of Strathclyde

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018668193

FWCI: 6.299

Cites: 39

Cited by: 64

Related to: 10