Not all calendar anomalies are adaptive in the Nigerian stock market
Anthony Olugbenga Adaramola & Kehinde Oladeji Adekanmbi
| Year of publication: |
2021
|
|---|---|
| Authors: | Adaramola, Anthony Olugbenga ; Adekanmbi, Kehinde Oladeji |
| Published in: |
African journal of business and economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4554, ZDB-ID 2260653-1. - Vol. 16.2021, 1, p. 95-121
|
| Subject: | AMH | NSE | calendar effect | GARCH | overlapping sub-period | Nigeria | Kalendereffekt | Calendar effect | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.31920/1750-4562/2021/v16n1a4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815243