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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
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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. 553-564
Persistent link: https://www.econbiz.de/10007655553
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