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~isPartOf:"Applied financial economics"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~subject:"Estimation"
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Search: subject_exact:"Day-of-the-week effect"
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1
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
2
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.
;
Harris, Richard D. F.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 917-929
Persistent link: https://www.econbiz.de/10009317460
Saved in:
3
On the exploitability of the turn-of-the-month effect : an international perspective
Zwergel, Bernhard
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 911-922
Persistent link: https://www.econbiz.de/10009009804
Saved in:
4
Day-of-the-week effects in the pre-holiday returns of the standard & poor's 500 stock index
Keef, Stephen P.
;
Roush, Melvin L.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 107-119
Persistent link: https://www.econbiz.de/10002537404
Saved in:
5
Does the day of the week effect exist once transaction costs have been accounted for? : Evidence from the UK
Gregoriou, Andros
;
Kontonikas, A.
;
Tsitsianis, N.
- In:
Applied financial economics
14
(
2004
)
3
,
pp. 215-220
Persistent link: https://www.econbiz.de/10001915548
Saved in:
6
Political administration effects and day-of-the-week effects in New Zealands's foreign exchange rate
Keef, Stephen P.
;
Roush, Melvin L.
- In:
Applied financial economics
13
(
2003
)
6
,
pp. 401-412
Persistent link: https://www.econbiz.de/10001770754
Saved in:
7
Stability of the day of the week effect in return and in volatility at the Indian capital market : a GARCH approach with proper mean specification
Bhattacharya, Kaushik
;
Sarkar, Nityananda
; …
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 553-563
Persistent link: https://www.econbiz.de/10001770808
Saved in:
8
Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation
Loughani, Nabeel E. al
;
Chappell, David
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 353-359
Persistent link: https://www.econbiz.de/10001594851
Saved in:
9
Day of the week effect in emerging Asian stock markets : evidence from the GARCH model
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 235-242
Persistent link: https://www.econbiz.de/10001526275
Saved in:
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