Days-of-the-week-effect and stock return volatility : theory and empirical evidence
Puja Padhi
| Year of publication: |
2010
|
|---|---|
| Authors: | Padhi, Puja |
| Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 7.2010, 1, p. 65-77
|
| Subject: | Zeit | Time | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation | Welt | World | 1990-2004 |
| 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/10003997844