"Day of the week" and its effect on stock market volatility : evidence from an emerging market
Omar Farooq; Mohammed Bouaddi; Neveen Ahmed
| Year of publication: |
2013
|
|---|---|
| Authors: | Farooq, Omar ; Bouaddi, Mohammed ; Ahmed, Neveen |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 6, p. 1727-1735
|
| Subject: | Day of the Week | Stock Market Volatility | Emerging Markets | Conditional Heteroskedasticity | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10010229513