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Intraweek and intraday seasonalities in stock market risk premia: cash vs futures

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Intraweek and intraday seasonalities in stock market risk premia: cash vs futures. / Pope, P F; Yadav, P K.
In: Journal of Banking and Finance, Vol. 16, No. 1, 1992, p. 233-270.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Pope, PF & Yadav, PK 1992, 'Intraweek and intraday seasonalities in stock market risk premia: cash vs futures', Journal of Banking and Finance, vol. 16, no. 1, pp. 233-270.

APA

Pope, P. F., & Yadav, P. K. (1992). Intraweek and intraday seasonalities in stock market risk premia: cash vs futures. Journal of Banking and Finance, 16(1), 233-270.

Vancouver

Pope PF, Yadav PK. Intraweek and intraday seasonalities in stock market risk premia: cash vs futures. Journal of Banking and Finance. 1992;16(1):233-270.

Author

Pope, P F ; Yadav, P K. / Intraweek and intraday seasonalities in stock market risk premia: cash vs futures. In: Journal of Banking and Finance. 1992 ; Vol. 16, No. 1. pp. 233-270.

Bibtex

@article{a8f108497ae44469ad32c7edaf4ff694,
title = "Intraweek and intraday seasonalities in stock market risk premia: cash vs futures",
author = "Pope, {P F} and Yadav, {P K}",
year = "1992",
language = "English",
volume = "16",
pages = "233--270",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - Intraweek and intraday seasonalities in stock market risk premia: cash vs futures

AU - Pope, P F

AU - Yadav, P K

PY - 1992

Y1 - 1992

M3 - Journal article

VL - 16

SP - 233

EP - 270

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 1

ER -