Stock returns seasonality in emerging Asian markets
Year of publication: |
2023
|
---|---|
Authors: | Aggarwal, Khushboo ; Jha, Mithilesh Kumar |
Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 30.2023, 1, p. 109-130
|
Subject: | Efficient market | Emerging Asian Countries | GARCH models | Month of the year effect | OLS model | Asien | Asia | ARCH-Modell | ARCH model | Effizienzmarkthypothese | Efficient market hypothesis | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Aktienmarkt | Stock market |
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