Listar Artículos de revista DGE - EKS Aldizkari artikuluak por autor "2224"
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The effect of US holidays on European markets: when the cat's away...
Casado, Jorge ; Muga Caperos, Luis Fernando ; Santamaría Aquilué, Rafael (Wiley, 2013) Artículo / ArtikuluaThis paper presents evidence of the existence of a return effect on European stock markets coinciding with NYSE holidays, which is particularly marked after positive closing returns on the NYSE the previous day. The effect ...