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Does the day-of-the-week effect on volatility improve the volatility forecasts?
Charles, Amélie - In: Applied economics letters 17 (2010) 1/3, pp. 257-262
Persistent link: https://www.econbiz.de/10003946570
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New evidence of quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ortiz de Zárate, José María; … - In: Applied economics letters 22 (2015) 13/15, pp. 1025-1029
Persistent link: https://www.econbiz.de/10011312221
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Day-of-the-week effects in emerging stock markets
Basher, Syed Abul; Sadorsky, Perry A. - In: Applied economics letters 13 (2006) 10, pp. 621-628
Persistent link: https://www.econbiz.de/10003369530
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The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon; Cho, Eunyoung - In: Applied economics letters 31 (2024) 8, pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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Nonlinear event detection in the Chilean stock market
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Applied economics letters 14 (2007) 13/15, pp. 987-991
Persistent link: https://www.econbiz.de/10003606690
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Robust estimation of systematic risk using the 't' distribution in the Chilean stock markets
Cademártori Rosso, David; Romo, Cecilia; Campos, Ricardo; … - In: Applied economics letters 10 (2003) 7, pp. 447-453
Persistent link: https://www.econbiz.de/10001766016
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Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Chan, Hing-lin; Woo, Kai-yin - In: Applied economics letters 19 (2012) 1/3, pp. 243-249
Persistent link: https://www.econbiz.de/10009412610
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Information processing and the UK weekend effect : do investors cut their issues on Mondays?
Steeley, James M. - In: Applied economics letters 11 (2004) 14, pp. 895-899
Persistent link: https://www.econbiz.de/10002438011
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The day-of-the-week pattern of price clustering in Bitcoin
Mbanga, Cedric - In: Applied economics letters 26 (2019) 10, pp. 807-811
Persistent link: https://www.econbiz.de/10012204392
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The race that stops the equity market
Docherty, Paul; Melia, Adrian - In: Applied economics letters 22 (2015) 13/15, pp. 1179-1183
Persistent link: https://www.econbiz.de/10011312746