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Robert A Wood
Information about the author Robert A Wood will soon be added to the site.
Found
2 papers
in total
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Intraday and overnight returns and day-of-the-week effects
1985
This paper examines intra‐trading‐day and overnight returns constructed...
A NEW APPROACH TO CONTROLLING FOR THIN TRADING
1985
Recent research has shown that thin trading can seriously bias beta estimates. Present...
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