Month-of-the-year effect : empirical evidence from Indian stock market
Rajesh Elangovan, Francis Gnanasekar Irudayasamy, Satyanarayana Parayitam
| Year of publication: |
2022
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|---|---|
| Authors: | Elangovan, Rajesh ; Irudayasamy, Francis Gnanasekar ; Parayitam, Satyanarayana |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 29.2022, 3, p. 449-476
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| Subject: | ARIMA and GARCH | Calendar anomalies | KPSS test | Month-of-the-year effect | Indien | India | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-021-09356-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013397536