Cross-distributional robustness of conditional weekday effects : evidence from European equity-index returns
Year of publication: |
2011
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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
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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 |
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