Day-of-the-week effect on skewness and kurtosis: a direct test and portfolio effect
Year of publication: |
1996
|
---|---|
Authors: | Tang, Gordon |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 2.1996, 4, p. 333-351
|
Publisher: |
Taylor & Francis Journals |
Subject: | skewness | kurtosis | portfolio effect | day-of-the-week effect |
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