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Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko, (2013)
Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan, (1999)
The impact of the day of the week on IPO return autocorrelation and cross-correlation
Higgins, Eric James, (2000)
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque, (2015)
The random walk hypothesis (RWH) evidences from national stock exchange (NSE)
Ahmad, Akhlaque, (2014)