P., Srinivasan; M., Kalaivani - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates empirically the day-of-the-week effect on stock returns and volatility of the Indian stock … existence of day-of-the-week effects on stock returns and volatility of the Indian stock markets. The study reveals positive … effects have negative impact on volatility after controlling the persistence and asymmetric effects. …