Market efficiency in emerging economies : an empirical analysis of month-of-the-year effect
Year of publication: |
2013
|
---|---|
Authors: | Mangala, Deepa ; Lohia, Vandana |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 25211316. - Vol. 19.2013, 3, p. 19-38
|
Subject: | Aktienmarkt | Aktienindex | Volatilität | ARCH-Modell | Schwellenländer | 1997-2011 |
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