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Is there a friday the 13th effect in emerging Asian stock markets?
Auer, Benjamin R.; Rottmann, Horst - 2013
increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this …
Persistent link: https://www.econbiz.de/10010189834
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Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus; Auer, Benjamin R. - In: International review of economics & finance : IREF 53 (2018), pp. 168-184
Persistent link: https://www.econbiz.de/10011791732