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Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
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Liquidity management and overnight rate calendar effects : evidence from German banks
Fecht, Falko; Nyborg, Kjell G.; Rocholl, Jörg - In: The North American journal of economics and finance : a … 19 (2008) 1, pp. 7-21
Persistent link: https://www.econbiz.de/10003742565
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Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen; Alañón Pardo, Ángel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan; Cheng, Yuxiang; Fang, Qiang - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
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Rise and fall of calendar anomalies over a century
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 181-205
Persistent link: https://www.econbiz.de/10012269177