Interday drifts in opening stock returns
In present study, I make an effort to shed light on the actual mechanism of autocorrelations in individual stocks’ opening returns. I analyze intraday price data on thirty stocks currently making up the Dow Jones Industrial Index. Employing the sample average and the sample median of opening stock r...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2013-11-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/922.pdf
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