Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches
1.8
Joao Dionisio Monteiro,
Ernesto Raul Ferreira
Finance A Uver,
vol. 69, 2019, p. 384-414.
Is There Seasonality in Traded and Non-traded Period Returns in the US Equity Market? A Multiple Structural Change Approach
1.2
Joao Dionisio Monteiro,
José Luis Miralles Quirós,
Jose P. Manso
Finance A Uver,
vol. 68, 2018, p. 71-98.