US day-of-the-week effects and asymmetric responses to macroeconomic news
Year of publication: |
1998
|
---|---|
Authors: | Chang, Eric Chieh |
Other Persons: | Pinegar, J. Michael (contributor) ; Ravichandran, R. (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 5, p. 513-534
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States | Saisonale Schwankungen | Seasonal variations | 1962-1992 |
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