Day-of-the-week effect in us biotechnology stocks : do policy changes and economic cycles matter?
Swarn Chatterjee and Amy Hubble
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Chatterjee, Swarn ; Hubble, Amy |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 11.2016, 2, p. 1-17
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| Subject: | Day-of-the-week effect | behavioral finance | market efficiency | GARCH | EGARCH | GJR | biotechnology stocks | NASDAQ NBI | financial markets | investments | returns | Kalendereffekt | Calendar effect | Biotechnologie | Biotechnology | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/s2010495216500081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011685687