A note on stock market seasonality : the impact of stock price volatility on the application of dummy variable regression model
Chin-Chen Chien, Cheng Few Lee, and Andrew M.L. Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Chien, Chin-chen ; Lee, Cheng F. ; Wang, Andrew M. L. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1329-1338
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| Subject: | Stock market seasonality | Dummy variable regression model | January effect | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046798