The day-of-the-week effect in conditional correlation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-006-9433-8.pdf
Reference33 articles.
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3. Alexakis P, Xanthakis M (1995) Day-of-the-week Effect on the Greek Stock Market. Applied Financial Economics 5:43–50
4. Bae KH, Karolyi GA, Stulz RM (2003) A New Approach to Measuring Financial Contagion. Review of Financial Studies 16:717–763
5. Balaban E, Bayar A, Kan OB (2001) Stock Returns, Seasonality and Asymmetric Conditional Volatility in World Equity Markets. Applied Economics Letters 8:263–268
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