Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/096031001300313910
Reference25 articles.
1. The Individual Investor and the Weekend Effect
2. Day of the week effect on the Greek stock market
3. THE DAY-OF-THE-WEEK ANOMALY: THE TORONTO STOCK EXCHANGE EXPERIENCE
4. Day of the week effects: new evidence from an emerging stock market
5. The Weekend Effect In Uk Stock Market Returns
Cited by 32 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Testing event-based day of the week anomaly and trading opportunities: Evidence from Indian sectoral indices;Investment Management and Financial Innovations;2024-04-08
2. Dynamic efficiency in MENA stock markets during COVID-19 outbreak and vaccines;International Journal of Emerging Markets;2024-01-09
3. Calendar anomalies in stock market returns: Evidence from Middle East countries;International Review of Economics & Finance;2023-11
4. Changes to the trading calendar and the day of the week effect in returns and volatility of the Saudi Stock Exchange;Investment Management and Financial Innovations;2022-11-15
5. The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange;International Journal of Financial Studies;2021-08-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3