Trading/trading-restricted and business/nonbusiness days in market return models
| Year of publication: |
2014
|
|---|---|
| Authors: | Mistry, Mitesh ; Worthington, Andrew Charles ; Gerace, Dionigi ; Gulati, Chandra M. |
| Published in: |
Economic and financial modeling of markets, institutions and instruments. - New York, NY : Nova Publ., ISBN 978-1-63463-111-2. - 2014, p. 29-43
|
| Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Kalendereffekt | Calendar effect | Feiertag | Holiday | Australien | Australia | 1958-2007 |
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