Testing for weekday anomaly in international stock index returns with non-normal errors
Mikael Linden and Mika Louhelainen
| Year of publication: |
2006
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|---|---|
| Authors: | Lindén, Mikael ; Louhelainen, Mika |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 3, p. 193-197
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| Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10003326279