Is there seasonality in traded and non-traded period returns in the US equity market? A multiple structural change approach

Literals

bibo:volume
- 68
ou:bibtex
- @article{Miralles-Quiros2018,title = {Is there seasonality in traded and non-traded period returns in the US equity market? A multiple structural change approach},journal = {Finance a Uver - Czech Journal of Economics and Finance},year = {2018},volume = {68},number = {1},pages = {71-98},author = {Monteiro, J.D. and Miralles-Quir{\'o}s, J.L. and Pires Manso, J.R.}}
bibo:page_range
- 71-98
dcterms:contributor
- Monteiro J.D.; Miralles-Quiros J.L.; Pires Manso J.R.
ou:urlScopus
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85042024111&origin=inward
dcterms:publisher
- Finance a Uver - Czech Journal of Economics and Finance
bibo:issn
- 0015-1920
ou:eid
- 2-s2.0-85042024111
vivo:identifier
- 2018-1510
dcterms:creator
- Monteiro J.
fabio:hasPublicationYear
- 2018
ou:tipoPublicacion
- Article
dcterms:title
- Is there seasonality in traded and non-traded period returns in the US equity market? A multiple structural change approach
vcard:url
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85042024111&origin=inward
ou:urlOrcid
- http://www.scopus.com/inward/record.url?eid=2-s2.0-85042024111&partnerID=MN8TOARS
ou:vecesCitado
- 0