Cross-distributional robustness of conditional weekday effects : evidence from European equity-index returns
Kenneth Högholm, Johan Knif and Seppo Pynnönen
| Year of publication: |
2011
|
|---|---|
| Authors: | Högholm, Kenneth ; Knif, Johan ; Pynnönen, Seppo |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 5/6, p. 377-390
|
| Subject: | weekday effect | European equity markets | quantile regression | Schätzung | Estimation | EU-Staaten | EU countries | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009155391