The influence of holiday effect on the rate of return of emerging markets: a case study of Slovenia, Croatia and Hungary
Author:
Affiliation:
1. Faculty of Business Economy, EDUCONS University, Sremska Kamenica, Serbia;
2. Faculty of Technical Science, University of Novi Sad, Novi Sad, Serbia
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2019.1638281
Reference22 articles.
1. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
2. Introductory Econometrics for Finance
3. The effect of US holidays on the European markets:when the cat’s away…
4. Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly
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