Day of the week effect on the Tunisian stock market return and volatility
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- Abdelkader Derbali & Slaheddine Hallara & David McMillan, 2016. "Day-of-the-week effect on the Tunisian stock market return and volatility," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1147111-114, December.
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KeywordsTUNINDEX; day of the week; volatility; returns; GARCH; T-GARCH; E-GARCH;
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