Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
Edward Hope and
Brian Lucey
Applied Economics Letters, 2007, vol. 14, issue 4, 277-282
Abstract:
We document, for a new data set, the existence of daily seasonality. The data set consists of the trades in four equities and two bonds on the Dublin stock exchange for the mid nineteenth century.
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:14:y:2007:i:4:p:277-282
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DOI: 10.1080/13504850601137609
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