Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Year of publication: |
2023
|
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Authors: | Tuyekar, Suraj Prakash ; Padyala, Sri Ram ; Ramesh, Bommadevara |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 37.2023, 3, p. 899-918
|
Subject: | Trading | Seasonality | Abnormal Returns | Calendar Anomalies | GARCH | NSE | India | Indien | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
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