Listar Artículos de revista DGE - EKS Aldizkari artikuluak por tema "Efficient market hypothesis"
Mostrando ítems 1-1 de 1
-
The effect of US holidays on European markets: when the cat's away...
This 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 ...