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Autoregressive Conditional Heteroskedasticity model 1 Classical linear regression 1 Tehran Stock Exchange 1 days-of-week effect 1
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Article 1
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Undetermined 1
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Abounoori, Esmaiel 1 Shababi, Hooman 1 Yahyazadehfar, Mahmood 1
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Iranian Economic Review 1
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RePEc 1
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Days-of- Week Effect on Tehran Stock Exchange Returns: An Empirical Analysis
Yahyazadehfar, Mahmood; Abounoori, Esmaiel; Shababi, Hooman - In: Iranian Economic Review 11 (2006) 2, pp. 149-164
The purpose of this study is to concentrate on the investigation of days-of-week effect on Tehran Stock Exchange and … stock markets, it can be concluded that days- of- week effect on returns of Tehran Stock Exchange is different from other …
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