l*******z
发帖数: 108 | 1 http://www.google.com/url?sa=t&rct=j&q=index+arbitrage+seasonal
Dear all, in the above articale I found a sentence:The Day of the Week
Effect in Stock Index Futures
A great deal of evidence shows that returns on stocks differ depending on
the day of the week. In particular, Friday returns are generally high.
It is true ?
Any one has such experience ?
| k*******d
发帖数: 707 | 2 Return high means risk high.
【在 l*******z 的大作中提到】
: http://www.google.com/url?sa=t&rct=j&q=index+arbitrage+seasonal
: Dear all, in the above articale I found a sentence:The Day of the Week
: Effect in Stock Index Futures
: A great deal of evidence shows that returns on stocks differ depending on
: the day of the week. In particular, Friday returns are generally high.
: It is true ?
: Any one has such experience ?
:
|
|
