A re-examination on the calendar anomalies during Asian financial crisis : some empirical evidence from closure test principle and EGARCH-mean model
Ricky Chee-Jiun Chia and Shiok Ye Lim
| Year of publication: |
2017
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|---|---|
| Authors: | Chia, Ricky Chee-Jiun ; Lim, Shiok Ye |
| Published in: |
Information efficiency and anomalies in Asian equity markets : theories and evidence. - London : Routledge Taylor & Francis Group, ISBN 978-1-138-19538-7. - 2017, p. 69-88
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| Subject: | Börsenkurs | Share price | USA | United States | Finanzkrise | Financial crisis | Kalendereffekt | Calendar effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011928433