International trading/nontrading time effects on risk estimation in futures markets
- 1 August 1990
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 10 (4) , 407-423
- https://doi.org/10.1002/fut.3990100408
Abstract
No abstract availableThis publication has 18 references indexed in Scilit:
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- Stock return variancesJournal of Financial Economics, 1986
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- A transaction data study of weekly and intradaily patterns in stock returnsJournal of Financial Economics, 1986
- The Weekly Pattern in Stock Returns: Cash versus Futures: A NoteThe Journal of Finance, 1985
- The weekend effect on the distribution of stock pricesJournal of Financial Economics, 1984
- A Further Investigation of the Weekend Effect in Stock ReturnsThe Journal of Finance, 1984
- The relationship between volume and price variability in futures marketsJournal of Futures Markets, 1981
- Information dissemination, market efficiency and the frequency of transactionsJournal of Financial Economics, 1979