Overnight stock returns and time-varying correlations
By: Ajay Pandey.
Contributors: Indian Institute of Management, Ahmedabad.
Series: Working paper ;; W.P. no. 2003-09-05; Working paper (Indian Institute of Management, Ahmedabad) ;; W.P. no. 2003-09-05.
Publisher: Indian Institute of Management
Published: 2003
Place of publication: Ahmedabad
Language: eng
Format: Microform
Number of pages: 32
Subjects: Stocks -- Rate of return -- Mathemadical models.
Notes: Microfiche. New Delhi : Library of Congress Office ; Washington, D.C. : Library of Congress Photoduplication Service, 2005. 1 microfiche. Master microform held by: DLC.
Includes bibliographical references (leaf [11]-[12])..