Work

Return Autocorrelations around Nontrading Days

Year: 1993

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/6.1.155

Authors: Hendrik Bessembinder, Michael G. Hertzel

Institution: Arizona State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2116433964

FWCI: 3.294

Cites: 24

Cited by: 112

Related to: 10