Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Suraj Prakash Tuyekar, Sri Ram Padyala, Bommadevara Ramesh
| Year of publication: |
2023
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|---|---|
| Authors: | Tuyekar, Suraj Prakash ; Padyala, Sri Ram ; Ramesh, Bommadevara |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 37.2023, 3, p. 899-918
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| Subject: | Trading | Seasonality | Abnormal Returns | Calendar Anomalies | GARCH | NSE | India | Indien | Kalendereffekt | Calendar effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market | Volatilität | Volatility |
| 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/10014583105