The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989

DOI10.1007/BF02425210zbMath1153.91787OpenAlexW2324483432MaRDI QIDQ1000357

Paul M. Taube, Takato Hiraki, Edwin D. Maberly

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02425210

zbMATH Keywords

bootstrapping methodsaturday trading

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• Continuous Auctions and Insider Trading
• Better Bootstrap Confidence Intervals
• On efficient bootstrap simulation
• Efficient Bootstrap Simulation
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