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The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?

Jie CaoTarun ChordiaXintong Zhan
Published in: Manag. Sci. (2021)
Keyphrases
  • real time
  • information systems
  • expert systems
  • multiresolution
  • stock price
  • financial time series
  • computer based instruction