The day-of-the week effect in conditional correlation
Year of publication: |
2006
|
---|---|
Authors: | Chandra, Mahendra |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 27.2006, 3, p. 297-310
|
Subject: | Kalendereffekt | Calendar effect | Aktienmarkt | Stock market | Australien | Australia | Hongkong | Hong Kong | Japan | Singapur | Singapore | Thailand | 1992-2003 |
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