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• Robert William Faff

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Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 4 (1994)
Issue (Month): 2 (April)
Pages: 99-110
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Handle: RePEc:taf:apfiec:v:4:y:1994:i:2:p:99-110

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Brian M. Lucey, 2004. "Robust estimates of daily seasonality in the Irish equity market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 517-523, April. [Downloadable!] (restricted)
2. Mahendra Chandra, 2006. "The day-of-the-week effect in conditional correlation," Review of Quantitative Finance and Accounting, Springer, vol. 27(3), pages 297-310, November. [Downloadable!] (restricted)

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