search query: @author Peterson, D. R. / total: 6
reference: 1 / 6
« previous | next »
| Author: | Peterson, D. R. |
| Title: | A transaction data study of day-of the- week and intraday patterns in option returns |
| Journal: | Journal of Financial Research
1990 : SUM, VOL. 13:2, p.117-131 |
| Index terms: | MARKETS STOCK MARKETS |
| Language: | eng |
| Abstract: | The present study investigates common stock, call, and put option returns from 1983 to 1985 by day of the week and time of the day. Stock and call return patterns are usually similar, both of them have relatively low weekend returns and relatively high returns late in the trading day. Put options have high weekend returns, but do not have low returns late in the trading day. |
« previous | next »
SCIMA