Day of the week and weekend effects in the Indian stock market
Rashmi Ranjan Paital, Ajaya Kumar Panda
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Paital, Rashmi Ranjan ; Panda, Ajaya Kumar |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 11, p. 2559-2568
|
| Subject: | Day of the Week Effect | Weekend Effect | Seasonality | Nifty 50 | Nifty Midcap 50 | Nifty Smallcap 50 | NSE | INDIA | GARCH (1, 1) | Kalendereffekt | Calendar effect | Indien | India | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.811164 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011911751