Day-of-the-week effect on stock market returns, volatility, and skewness
N. Hande Sevgi, Mehmet Baha Karan and M. Hakan Berument
| Year of publication: |
2025
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| Authors: | Sevgi, N. Hande ; Karan, Mehmet Baha ; Berument, Hakan |
| Published in: |
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 2332-0753, ZDB-ID 2567008-6. - Vol. 54.2025, 4, p. 460-483
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| Subject: | Day-of-the-week effect | Monday effect | return | skewness | volatility | weekend effect | Volatilität | Volatility | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/02102412.2025.2522525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015547327