The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa.
Year of publication: |
2013-07-05
|
---|---|
Authors: | Ndako, Umar Bida |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | day of the week effect | volatility | E-GARCH model |
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