The day-of-the-week effect on global stock market volatility after a market shock
Year of publication: |
2024
|
---|---|
Authors: | Kang, Taehyeon ; Cho, Eunyoung |
Subject: | COVID-19 pandemic | Day-of-the-week effect | market risk management | market shock | stock market volatility | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Coronavirus | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation |
-
Khan, Kalimullah, (2017)
-
Volatility and calendar anomaly through GARCH model : evidence from the selected G20 stock exchanges
Mishra, Shraddha, (2017)
-
Lin, Wenhui, (2023)
- More ...
-
A machine learning approach for comparing the largest firm effect
Kim, Jang Ho, (2023)
-
Analyzing markets with a large public company : the case of South Korea
Kim, Jang Ho, (2021)
-
Pension fund trading behavior and the index inclusion : evidence from the Korean stock market
Hwang, Junho, (2023)
- More ...