An empirical investigation of high end-of-day transaction returns between 1978-1985
Using a random sample of transactions data from the time period of September 1, 1978 through August 31, 1985, the high end-of-day transaction returns noted by Wood, Mclnish and Ord and by Harris were examined to determine their persistence over time and their relationship to a commonly used measure...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2017
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| Online Access: | http://hdl.handle.net/10919/76099 |