Keywords: Illiquidity
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Managerial Finance (2011) 37 (9): 817–839.
Published: 09 August 2011
... and illiquidity of individual firms can only partially explain the seasonal anomaly. Originality/value This paper extends the study of the reverse weekend effect in individual firms. 1. the mean ω; 2. the volatility from the previous period εt−12...

or Create an Account

Close subscription notice
Close access options