Stock market return and volatility: day-of-the-week effect
| Year of publication: |
2012
|
|---|---|
| Authors: | Berument, M. ; Dogan, Nukhet |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 2, p. 282-302
|
| Publisher: |
Springer |
| Subject: | Day-of-the-Week Effect | Return-Volatility Relation | Time Varying Risk Premia | EGARCH |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848314