Does the day-of-the-week effect exist in other asset classes? : investigation of the globally listed private equity markets
Year of publication: |
2024
|
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Authors: | Steinborn, Marcel |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 1, p. 102-124
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Subject: | Day-of-the-week effect | Dummy regression | GARCH models | Listed private equity | Private Equity | Private equity | Kalendereffekt | Calendar effect | Welt | World | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Börsengang | Initial public offering |
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