Intraday Patterns in the Cross‐section of Stock Returns

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|4|1369-1407

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.4, 2010-08, pp. : 1369-1407

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Abstract