An assessment of the day-of the-week-effect in BRICS countries
Venkataramanaiah Malepati, Challa Madhavi Latha, K. Siva Nageswara Rao
| Year of publication: |
2020
|
|---|---|
| Authors: | Malepati, Venkataramanaiah ; Latha, Challa Madhavi ; Rao, K. Siva Nageswara |
| Published in: |
International journal of comparative management. - [Olney, Bucks.] : Inderscience Enterprises Ltd, ISSN 2514-412X, ZDB-ID 3004197-1. - Vol. 3.2020, 4, p. 305-322
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| Subject: | BRICS | day-of-the-week-effect | generalised autoregressive conditional heteroskedasticity | augmented dickey-fuller test | efficient market hypothesis | BRICS-Staaten | BRICS countries | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCM.2020.114149 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012507522