Another look at calendar anomalies
Evanthia Chatzitzisi, Stilianos Fountas, Theodore Panagiotidis
| Year of publication: |
2021
|
|---|---|
| Authors: | Chatzitzisi, Evanthia ; Fountas, Stilianos ; Panagiōtidēs, Theodōros |
| 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. 80.2021, p. 823-840
|
| Subject: | Calendar anomalies | GARCH | Day-of-the-week effect | Logit | Rolling regression | S&P500 Index | Sectors | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Aktienindex | Stock index | Saisonale Schwankungen | Seasonal variations | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655712