Zwroty dzienne a zwroty nocne – porównanie wybranych własności na przykładzie kontraktów futures notowanych na GPW w Warszawie
Traded period returns and non-traded period returns – comparison of selected properties on the basis of futures contracts quoted on Warsaw Stock Excha

Summary/Abstract: In this paper an anomaly for traded and non-traded period returns is analysed. We compare the properties of distributions of returns. We found differences in their means, variances, kurtosis, skewness and tail thickness. The study u

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