Econometric fragility of market anomalies : evidence from weekday effect in currency markets
Imed Chkir (Telfer School of Management, University of Ottawa), Lamia Chourou (Telfer School of Management, University of Ottawa), Abdul Rahman (Retail Banking Academy, London), Samir Saadi (Telfer School of Management, University of Ottawa)
| Year of publication: |
2014
|
|---|---|
| Authors: | Chkir, Imed Eddine ; Chourou, Lamia ; Rahman, Abdul ; Saadi, Samir |
| Published in: |
Quarterly journal of finance & accounting : QJFA. - Omaha, Neb. : Creighton Univ., ISSN 1939-8123, ZDB-ID 2432432-2. - Vol. 52.2014, 3/4, p. 75-118
|
| Subject: | Devisenmarkt | Foreign exchange market | Kalendereffekt | Calendar effect | Heteroskedastizität | Heteroscedasticity | Wechselkurspolitik | Exchange rate policy |
| 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/10011430625