N ECONOMETRIC INVESTIGATION OF THE DAY-OF-THE-WEEK EFFECT AND RETURNS VOLATILITY IN FIFTEEN ASIA PACIFIC FINANCIAL MARKETS (1998-2003)
Year of publication: |
2006
|
---|---|
Authors: | CHUKWUOGOR-NDU, Chiaku ; FERIDUN, Mete |
Published in: |
Applied Econometrics and International Development. - Euro-American Association of Economic Development. - Vol. 6.2006, 1
|
Publisher: |
Euro-American Association of Economic Development |
Subject: | returns | volatility | anomalies | day-of-the-week effect | kurtosis |
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