在市场中失去睡眠:夏令时异常现象的回应

Losing Sleep at the Market: The Daylight Saving Anomaly: Reply

American Economic Review · 2002
被引 49
人大 A+FT50ABS 4*

中文导读

本文是对夏令时与股票市场回报异常关系的回应,探讨睡眠损失如何影响投资者行为和市场表现,适合关注市场异常和行为金融的读者。

Abstract

Losing Sleep at the Market: The Daylight Saving Anomaly: Reply by Mark J. Kamstra, Lisa A. Kramer and Maurice D. Levi. Published in volume 92, issue 4, pages 1257-1263 of American Economic Review, September 2002

夏令时异常股票市场睡眠损失市场效率