The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns
Year of publication: |
2015
|
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Authors: | Sy, Aida ; Derbali, Abdelkader |
Published in: |
International journal of critical accounting : IJCA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-9848, ZDB-ID 2524381-0. - Vol. 7.2015, 4, p. 366-386
|
Subject: | day of the week effect | intraday returns | interday returns | market risk factors | GARCH | EGARCH | TGARCH | Kapitaleinkommen | Capital income | Kalendereffekt | Calendar effect | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätzung | Estimation | Börse | Bourse |
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