Day of the week effect in the Indian stock market
Rajesh Elangovan, Francis Gnanasekar and Satyanarayana Parayitam
| Year of publication: |
2023
|
|---|---|
| Authors: | Elangovan, Rajesh ; Irudayasamy, Francis Gnanasekar ; Parayitam, Satyanarayana |
| Published in: |
International journal of accounting and finance. - Genève : Inderscience Enterprises, ISSN 1752-8232, ZDB-ID 2454253-2. - Vol. 11.2023, 3, p. 181-201
|
| Subject: | calendar anomalies | day of the week effect | ADF test | ARIMA | GARCH | Indien | India | Kalendereffekt | Calendar effect | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJAF.2023.134517 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014435427