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

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  • Kiymaz, Halil
  • Berument, Hakan

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  • Kiymaz, Halil & Berument, Hakan, 2003. "The day of the week effect on stock market volatility and volume: International evidence," Review of Financial Economics, Elsevier, vol. 12(4), pages 363-380.
    • Handle: RePEc:eee:revfin:v:12:y:2003:i:4:p:363-380
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