Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia
Badal Khan, Muhammad Aqil, Syed Hasnain Alam Kazmi, Syed Imran Zaman
| Year of publication: |
2023
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|---|---|
| Authors: | Khan, Badal ; Aqil, Muhammad ; Kazmi, Syed Hasnain Alam ; Zaman, Syed Imran |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 544-561
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| Subject: | GARCH (1, 1) | day-of-the-week effect | efficient market hypothesis | emerging markets | market liquidity | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | Asien | Asia | Börsenkurs | Share price | Marktliquidität | Market liquidity | Liquidität | Liquidity | Finanzmarkt | Financial market | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2435 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253231