Day of the week effects in intra-day volatility patterns of equity markets : a study of US and European stock markets
Year of publication: |
2006
|
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Authors: | Ozenbas, Deniz |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 5.2006, 6, p. 45-57
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Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | USA | United States | EU-Staaten | EU countries |
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