Market anomalies and effect on returns
N.N. Sawitri, P. Astuty
| Year of publication: |
2018
|
|---|---|
| Authors: | Sawitri, Ni Nyoman ; Astuty, Pudji |
| Published in: |
European research studies. - Piraeus : [Verlag nicht ermittelbar], ISSN 1108-2976, ZDB-ID 2479315-2. - Vol. 21.2018, 2, p. 630-649
|
| Subject: | Market anomalies | month of the year effect | return | GARCH models | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Theorie | Theory | Zeit | Time |
| 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/10012220262