Testing the Day-of-the-Week Effect in the Indian Stock Market using the AR-GARCH Model
Year of publication: |
2020
|
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Authors: | Dash, Mihir |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Indien | India | Kalendereffekt | Calendar effect | Aktienmarkt | Stock market | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3567369 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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