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~accessRights:"free"
~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Auer, Benjamin R."
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Auer, Benjamin R.
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Is there a Friday the 13th Effect in Emerging Asian Stock Markets?
Auer, Benjamin R.
;
Rottmann, Horst
-
CESifo
-
2013
increased interest in recent research. Using a dummy-augmented
GARCH
model, we investigate whether the occurrence of this …
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