Stock returns, seasonality and asymmetric conditional volatility in world equity markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/135048501750104051
Reference27 articles.
1. Seasonal and Day-of-the-Week Effects in Four Emerging Stock Markets
2. Anomalies or illusions? Evidence from stock markets in eighteen countries
3. Stock Returns and Volatility
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