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Volumn 29, Issue 1, 2006, Pages 131-146

Day-end effect on the Paris Bourse

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Indexed keywords


EID: 33645115872     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2006.00170.x     Document Type: Review
Times cited : (8)

References (13)
  • 1
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    • Brock, W.1    Kleidon, A.2
  • 2
    • 85000593627 scopus 로고
    • Intradaily returns and the day-end effect: Evidence from the Hong Kong equity market
    • Cheung, Y. L., 1995, Intradaily returns and the day-end effect: Evidence from the Hong Kong equity market, Journal of Business Finance and Accounting 22, 1023-34.
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    • Cheung, Y.L.1
  • 4
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    • End-of-day price movements and the concentration of trading at the close
    • Gosnell, T., 1995, End-of-day price movements and the concentration of trading at the close, Research in Finance 12, 97-113.
    • (1995) Research in Finance , vol.12 , pp. 97-113
    • Gosnell, T.1
  • 5
    • 46149130184 scopus 로고
    • A transactions data study of weekly and intradaily patterns in stock returns
    • Harris, L., 1986, A transactions data study of weekly and intradaily patterns in stock returns, Journal of Financial Economics 16, 99-117.
    • (1986) Journal of Financial Economics , vol.16 , pp. 99-117
    • Harris, L.1
  • 7
    • 33645129430 scopus 로고    scopus 로고
    • The manipulation of closing prices
    • INSEAD
    • Hillion, P. and M. Suominen, 2004, The manipulation of closing prices, Working paper, INSEAD.
    • (2004) Working Paper
    • Hillion, P.1    Suominen, M.2
  • 8
    • 84944835445 scopus 로고
    • A further investigation of the weekend effect in stock returns
    • Keim, D. and R. Stambaugh, 1984, A further investigation of the weekend effect in stock returns, Journal of Finance 39, 819-40.
    • (1984) Journal of Finance , vol.39 , pp. 819-840
    • Keim, D.1    Stambaugh, R.2
  • 9
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    • An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect
    • McInish, T. and R. Wood, 1990, An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect, Journal of Banking and Finance 14, 441-58.
    • (1990) Journal of Banking and Finance , vol.14 , pp. 441-458
    • McInish, T.1    Wood, R.2
  • 10
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    • Explaining intra-daily and overnight price behavior
    • Miller, E., 1989, Explaining intra-daily and overnight price behavior, Journal of Portfolio Management 4, 10-16.
    • (1989) Journal of Portfolio Management , vol.4 , pp. 10-16
    • Miller, E.1
  • 11
    • 0012320705 scopus 로고    scopus 로고
    • A closing call's impact on market quality at Euronext Paris
    • Pagano, M. and R. Schwartz, 2003, A closing call's impact on market quality at Euronext Paris, Journal of Financial Economics 68, 439-84.
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    • Pagano, M.1    Schwartz, R.2
  • 12
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  • 13
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.