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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Day-Of-The-Week
Effects in Different Stock Markets: New Evidence on Model-Dependency in Testing Seasonalities in Stock Returns
Hau, Le Long
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Development and Policies Research Center (Depocen)
-
2010
This paper investigates the
day-of-the-week
effects in the stock indexes of both developed and emerging markets as well …
Persistent link: https://www.econbiz.de/10008480959
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