Day-of-the-week effects : evidence from the Chinese stock markets
Year of publication: |
2011
|
---|---|
Authors: | Chia, Ricky Chee-Jiun ; Liew, Venus Khim-sen ; Syed Azizi Wafa Syed Khalid Wafa |
Published in: |
Journal of international economic review. - New Delhi : Serials Publ., ISSN 0975-2072, ZDB-ID 2426972-4. - Vol. 4.2011, 1, p. 51-62
|
Subject: | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Schätzung | Estimation | China | 2000-2006 |
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