"Day of the week" and its effect on stock market volatility : evidence from an emerging market
Year of publication: |
2013
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Authors: | Farooq, Omar ; Bouaddi, Mohammed ; Ahmed, Neveen |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 6, p. 1727-1735
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Subject: | Day of the Week | Stock Market Volatility | Emerging Markets | Conditional Heteroskedasticity | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
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