Intraday patterns in the cross-sectional of stock returns: Dow Jones Industrial Average (DJIA) and National Association of Securities Dealers Automated Quotations (NASDAQ) high frequency indexes
Hai-Chin Yu1, Chia-Yi Wu2* and Der-Tzon Hsieh
1Department of International Business, Chung-Yuan University, Chungli, Taiwan.
2Institute of Economics, Academia Sinica, Taipei, Taiwan.
3Department of Economics, National Taiwan University, Taipei, 100, Taiwan.
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