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Stock market return and volatility : day-of-the-week effect

Berument, Hakan; Dogan, Nukhet - In: Journal of economics and finance 36 (2012) 2, pp. 282-302

Persistent link: https://www.econbiz.de/10009581896

Stock Market Return and Volatility : Day-of-the-Week Effect

Berument, Hakan - 2018

This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the return-volatility relationship is present and the same for each day of the week

Persistent link: https://www.econbiz.de/10012915248

The effects of the exchange rate movements on the Istanbul stock exchange

Dogan, Nukhet; Yalcin, Yeliz - In: Applied financial economics letters 3 (2007) 1, pp. 39-46

Persistent link: https://www.econbiz.de/10003540143

Day of the week effect on foreign exchange market volatility : evidence from Turkey

Berument, Hakan; Coskun, M. Nejat; Sahin, Afsin - In: Research in international business and finance 21 (2007) 1, pp. 87-97

Persistent link: https://www.econbiz.de/10003410753

Seasonality in inflation volatility : evidence from Turkey

Berument, Hakan; Sahin, Afsin - In: Journal of applied economics 13 (2010) 1, pp. 39-65

Persistent link: https://www.econbiz.de/10008655062

The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework

Berument, Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Economic modelling 26 (2009) 6, pp. 1201-1207

Persistent link: https://www.econbiz.de/10003923524

Rethinking interest rate volatility as a macroprudential policy tool

Dogan, Burak; Şahin, Afşin; Berument, Hakan - In: Middle East development journal : a publication of the … 8 (2016) 1, pp. 109-126

Persistent link: https://www.econbiz.de/10011548743

Effects of growth volatility on economic performance : empirical evidence from Turkey

Berument, Hakan; Dinçer, Nazire Nergiz; Mustafaoglu, Zafer - In: European journal of operational research : EJOR 217 (2012) 2, pp. 351-356

Persistent link: https://www.econbiz.de/10009405538

The day of the week effect on stock market volatility

Berument, Hakan; Kiymaz, Halil - In: Journal of economics and finance 25 (2001) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10001619001

The day of the week effect on stock market volatility and volume : international evidence

Kiymaz, Halil; Berument, Hakan - In: Review of financial economics : RFE 12 (2003) 4, pp. 363-380

Persistent link: https://www.econbiz.de/10001857838