Journal Article

The intra-day stock return periodicity puzzle

Social Science Research Network
Author(s)

Robert Korajczyk

Steven Heston

Ronnie Sadka

Charlotte Haendler

Date Published: 2025
Citations: Korajczyk, Robert, Steven Heston, Ronnie Sadka, Charlotte Haendler. 2025. The intra-day stock return periodicity puzzle. Social Science Research Network.
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