1. Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
Title | Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches | ||||||||
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Author info | João Dionísio Monteiro, Ernesto Raúl Ferreira | ||||||||
Author | Monteiro João Dionísio | ||||||||
Co-authors | Ferreira Ernesto Raúl | ||||||||
Source document | Finance a úvěr : Czech Journal of Economics and Finance. Roč. 69, č. 4 (2019), s. 384-414. - Praha : UK Praha, Fakulta sociálních věd, 2019. ISSN 2464-7683 | ||||||||
Document kind | schedule of articles from periodics | ||||||||
Language | English | ||||||||
Country of Edition | Czech Republic | ||||||||
Database | ARTICLES | ||||||||
References | PERIODIKÁ-Súborný záznam periodika | ||||||||
Numbers | 2019: 4 | ||||||||
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