Is there a Friday the 13th Effect in Emerging Asian Stock Markets?
Year of publication: |
2013
|
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Authors: | Auer, Benjamin R. ; Rottmann, Horst |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Friday the 13th | GARCH | seasonality | emerging markets |
Series: | CESifo Working Paper ; 4409 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 769777228 [GVK] hdl:10419/84151 [Handle] RePec:ces:ceswps:_4409 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G10 - General Financial Markets. General |
Source: |
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Is there a Friday the 13th effect in ermerging Asian stock markets?
Auer, Benjamin R., (2013)
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Is there a friday the 13th effect in emerging Asian stock markets?
Auer, Benjamin R., (2013)
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Is there a Friday the 13th effect in ermerging Asian stock markets?
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