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Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong

Chan, Hing-lin; Woo, Kai-yin - In: Applied economics letters 19 (2012) 1/3, pp. 243-249

Persistent link: https://www.econbiz.de/10009412610

An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka

Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187

Persistent link: https://www.econbiz.de/10010350423

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

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

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

Balaban, Ercan; Bayar, Aslı; Kan, Özgür Berk - In: Yapı Kredı economic review : quarterly publ. of … 10 (1999) 2, pp. 3-29

Persistent link: https://www.econbiz.de/10001505110

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

Persistent link: https://www.econbiz.de/10001399859

The Day of the Week Effect Patterns on Stock Market Return and Volatility : Evidence for the Athens Stock Exchange

Kenourgios, Dimitris - 2014

return and volatility equations. When using the GARCH (1,1) specification only for the return equation and the Modified …-GARCH (1,1) specification for both the return and volatility equations, findings indicate that the day of the week effect is …

Persistent link: https://www.econbiz.de/10013047570