Stock market return and volatility: day-of-the-week effect
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics and Finance.
Volume (Year): 36 (2012)
Issue (Month): 2 (April)
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Web page: http://link.springer.de/link/service/journals/120857/index.htm
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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