Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market
Khushboo Aggarwal and Mithilesh Kumar Jha
| Year of publication: |
2023
|
|---|---|
| Authors: | Aggarwal, Khushboo ; Jha, Mithilesh Kumar |
| Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 49.2023, 9, p. 1438-1452
|
| Subject: | Day-of-the-week effects | Efficient market | GARCH models | OLS model | Indien | India | Kalendereffekt | Calendar effect | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-01-2023-0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014331954