Calendar anomalies and market volatility in selected cryptocurrencies
Year of publication: |
2023
|
---|---|
Authors: | Naz, Farah ; Sayyed, Madeeha ; Rehman, Ramiz-Ur- ; Naseem, Muhammad Akram ; Abdullah, Shamsul Nahar ; Ahmad, Muhammad Ishfaq |
Published in: |
Cogent Business & Management. - ISSN 2331-1975. - Vol. 10.2023, 1, p. 1-25
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | calendar anomalies | cryptocurrency | Efficient Market Hypothesis | January effect | MGARCH | Monday effect |
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