Calendar effects in stock markets of India and China : an empirical analysis of month-of-the-year effect
Harsh Purohit and Parul Tyagi
| Year of publication: |
April-September 2015
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|---|---|
| Authors: | Purohit, Harsh ; Tyagi, Parul |
| Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 36.2015, 1, p. 69-81
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| Subject: | Seasonality | Calendar Anomalies | Month-of-the-Year Effect | Nifty | SHCOMP | ADF & PP Unit Root Test | Dummy Variable Regression | Indien | India | China | Kalendereffekt | Calendar effect | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | Einheitswurzeltest | Unit root test | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532999