Is There Seasonality in Traded and Non-traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
Joao Dionisio Monteiro, José Luis Miralles Quirós, Jose P. Manso
Finance A Uver, vol. 68, 2018, p. 71-98.
The Role of Country and Industry Factors during Volatile Times
José Luis Miralles Marcelo, José Luis Miralles Quirós, José Luís Martins
Journal Of International Financial Markets, Institutions And Money, vol. 26, 2013, p. 273-290.