Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Hing Lin Chan and Kai-Yin Woo
| Year of publication: |
2012
|
|---|---|
| Authors: | Chan, Hing-lin ; Woo, Kai-yin |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 1/3, p. 243-249
|
| Subject: | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Hongkong | Hong Kong | 2000-2008 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009412610