Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches

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Bibliographic Details
Main Author: Monteiro, João Dionísio
Other Authors: Ferreira, Ernesto Raúl
Format: Book Chapter
Language:English
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245 1 0 |a Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches  |c João Dionísio Monteiro, Ernesto Raúl Ferreira 
100 1 |a Monteiro, João Dionísio 
700 1 |a Ferreira, Ernesto Raúl