A generalised seasonality test and applications for cryptocurrency and stock market seasonality
Savva Shanaev, Binam Ghimire
| Year of publication: |
2022
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|---|---|
| Authors: | Shanaev, Savva ; Ghimire, Binam |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 172-185
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| Subject: | Market efficiency | Cryptocurrency | Seasonality | Seasonality test | Saisonale Schwankungen | Seasonal variations | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Saisonkomponente | Seasonal component | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249063