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Periodic market closure and trading volume : A model of intraday bids and asks

, and . Journal of Economic Dynamics and Control, 16 (3-4): 451--489 (00 1992)

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Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence, , , and . Journal of Financial Economics, 12 (1): 105--127 (June 1983)New evidence on the nature of size-related anomalies in stock prices, , and . Journal of Financial Economics, 12 (1): 33--56 (June 1983)Periodic market closure and trading volume : A model of intraday bids and asks, and . Journal of Economic Dynamics and Control, 16 (3-4): 451--489 (00 1992)Round-the-clock trading, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1993)