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My bibliography Save this articleN Econometric Investigation Of The Day-Of-The-Week Effect And Returns Volatility In Fifteen Asia Pacific Financial Markets (1998-2003)
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- Srdjan Stojanovic, 2014. "Optimal portfolio formulas for some mean-reverting price models," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 1-19.
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More about this item
Keywords
returns; volatility; anomalies; day-of-the-week effect; kurtosis;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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