Stock return autocorrelation, day of the week and volatility : an empirical investigation on the Saudi Arabian stock market
Shah Saeed Hassan Chowdhury, M. Arifur Rahman and M. Shibley Sadique
| Year of publication: |
2017
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|---|---|
| Authors: | Chowdhury, Shah Saeed Hassan ; Rahman, M. Arifur ; Sadique, M. Shibley |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 16.2017, 2, p. 218-238
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| Subject: | Volatility | Autocorrelation | Feedback trade | Saudi Arabian stock market | TGARCH models | Volatilität | Saudi-Arabien | Saudi Arabia | Börsenkurs | Share price | Aktienmarkt | Stock market | Autokorrelation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/RAF-12-2014-0146 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011738464