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Mark, Wu ; Sabatino, Silveri ; Shishir, Paudel. (2020) Nasdaq ex‐day behavior: An out‐of‐sample test.
In: Review of Financial Economics. RePEc:wly:revfec:v:38:y:2020:i:2:p:405-420.

Full description at Econpapers

cites:

Kadapakkam, P. (2000). Reductions of constraints on arbitrage trading and market efficiency: An examination of ex‐day returns in Hong Kong after introduction of electronic settlement. Journal of Finance, 55, 2841–2861. https://doi.org/10.1111/0022-1082.00309.

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