Stock market return and volatility: day-of-the-week effect
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Volume (Year): 36 (2012)
Issue (Month): 2 (April)
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- Hentschel, Ludger & Campbell, John, 1992.
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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.
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- Cox, John C & Ross, Stephen A, 1976. "A Survey of Some New Results in Financial Option Pricing Theory," Journal of Finance, American Finance Association, vol. 31(2), pages 383-402, May.
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