Intraday patterns in the cross-section of stock returns /

Heston, Steven L.

Intraday patterns in the cross-section of stock returns / Steven L. Heston, Robert Korajcyk, Ronnie Sadka, - August 2010. - The Journal of Finance 65 : 4, page 1369-1407 .

Accountancy


Futures market.
Stock price indexes.
Stocks.
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