Day-of-the-week effect : petroleum and petroleum products
Year of publication: |
2023
|
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Authors: | Meek, Andrew C. ; Hoelscher, Seth A. |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 1, Art.-No. 2213876, p. 1-19
|
Subject: | calendar anomalies | Day-of-the-week effect | EGARCH | EMH | GARCH | petroleum products | PGARCH | QGARCH | TGARCH | Kalendereffekt | Calendar effect | Erdölindustrie | Oil industry | Börsenkurs | Share price | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Mineralölprodukt | Petroleum product | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2023.2213876 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; L71 - Mining, Extraction, and Refining: Hydrocarbon Fuels ; q02 ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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