A Theory of Common Stock Returns Over Trading and Non-Trading Periods

Abstract

The Journal of FinanceVolume 35, Issue 3 p. 729-751 Article A Theory of Common Stock Returns Over Trading and Non-Trading Periods GEORGE S. OLDFIELD JR., GEORGE S. OLDFIELD JR.Search for more papers by this authorRICHARD J. ROGALSKI, RICHARD J. ROGALSKISearch for more papers by this author GEORGE S. OLDFIELD JR., GEORGE S. OLDFIELD JR.Search for more papers by this authorRICHARD J. ROGALSKI, RICHARD J. ROGALSKISearch for more papers by this author First published: June 1980 https://doi.org/10.1111/j.1540-6261.1980.tb03495.xCitations: 79 Graduate School of Business and Public Administration, Cornell University and The Amos Tuck School of Business Administration, Dartmouth College. Helpful comments were received from Marshall Blume, Thomas Dyckman, Dale Morse, and Seymour Smidt. We especially thank Seha Tinic and Robert Officer for their thoughtful suggestions. Careful analysis of the accuracy of the data plus computer expertise was graciously provided by Dorthy Bower. Partial finding of this study came from the Tuck Associate Research Program. Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Citing Literature Volume35, Issue3June 1980Pages 729-751 RelatedInformation