The day-of-the-Week effects of stock markets in different countries
Jilin Zhang, Yongzeng Lai, Jianghong Lin
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Zhang, Jilin ; Lai, Yongzeng ; Lin, Jianghong |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 47-62
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| Subject: | Day-of-the-week effects | Rolling sample test | GARCH model | Stock markets | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806760