The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Year of publication: |
2015
|
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Authors: | Abbas, Sumra ; Javid, Attiya Yasmin |
Publisher: |
Islamabad : PIDE |
Subject: | Day-of-the-Week Effect | Market Efficiency | Investor Overreaction | Stock Returns | Volume | Asymmetric Volatility | GARCH-M Model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Aktienmarkt | Stock market | SAARC-Staaten | SAARC countries | ARCH-Modell | ARCH model |
Extent: | Online-Ressource (41 S.) |
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Series: | PIDE working papers. - Islamabad, ZDB-ID 2257211-9. - Vol. 129 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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