The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns
Aida Sy (Critical Accounting Projects Inc., New York, NY, USA), Abdelkader Derbali (Department of Finance, Higher Institute of Management of Sousse, Sousse, Tunisia)
| Year of publication: |
2015
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|---|---|
| Authors: | Sy, Aida ; Derbali, Abdelkader |
| Published in: |
International journal of critical accounting : IJCA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-9848, ZDB-ID 2524381-0. - Vol. 7.2015, 4, p. 366-386
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| Subject: | day of the week effect | intraday returns | interday returns | market risk factors | GARCH | EGARCH | TGARCH | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienindex | Stock index |
| 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://ebvufind01.dmz1.zbw.eu/10011438907