The Saturday effect : an interesting anomaly in the Saudi stock market
Year of publication: |
December 2015
|
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Authors: | Abalala, Turki ; Sollis, Robert |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 58/60, p. 6317-6330
|
Subject: | day of the week effects | dummy variables | GARCH models | ARCH-Modell | ARCH model | Saudi-Arabien | Saudi Arabia | Aktienmarkt | Stock market | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Volatilität | Volatility |
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