A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model
| Year of publication: |
2002
|
|---|---|
| Authors: | Chien, Chin-Chen ; Lee, Cheng-few ; Wang, Andrew M. L. |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 42.2002, 1, p. 155-162
|
| Publisher: |
Elsevier |