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Day-of-the-week effect and volatility in stock returns : evidence from the Indian stock market

Aggarwal, Khushboo; Jha, Mithilesh Kumar - In: Managerial finance 49 (2023) 9, pp. 1438-1452

Persistent link: https://www.econbiz.de/10014331954

Modeling dynamic diurnal patterns in high frequency financial data

Ito, Ryoko - 2013

Persistent link: https://www.econbiz.de/10009737686

Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets

Balaban, Ercan; Bayar, Aslı; Kan, Özgür Berk - 1999

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The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns

Sy, Aida; Derbali, Abdelkader - In: International journal of critical accounting : IJCA 7 (2015) 4, pp. 366-386

Persistent link: https://www.econbiz.de/10011438907

Day-of-the-week effect in the Nigerian stock market returns and volatility : does the distributional assumptions influence disappearance?

Osarumwense, Osabuohien-Irabor - In: European financial and accounting journal : EFAJ 10 (2015) 4, pp. 33-44

-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The Gaussian, Student-t, and the Generalized … are sensitive to error distribution. Our finding also shows that evidence of good or bad news in volatility does not only …

Persistent link: https://www.econbiz.de/10011471089

Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)

Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10

Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …

Persistent link: https://www.econbiz.de/10012023939