Does causal relation and calendar anomalies exist in metal stock and commodity index?
Tajinder Jassal and Babli Dhiman
| Year of publication: |
2018
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|---|---|
| Authors: | Jassal, Tajinder ; Dhiman, Babli |
| Published in: |
International journal of financial innovation in banking : IJFIB. - Olney, Bucks : Inderscience Publishers, ISSN 2055-6780, ZDB-ID 2864514-5. - Vol. 2.2018, 2, p. 128-142
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| Subject: | nifty | commodity | returns | information and market efficiency | month of year | dummy variable | GARCH model | Granger causality test | calendar anomalies | stocks | metal sector | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Börsenkurs | Share price | ARCH-Modell | ARCH model | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999425