The day-of-the-week effect: the civets stock markets case
Finding patterns in the behavior or performance of financial markets has been a subject of interest for both analysts and academics. We use GARCH and IGARCH models with covariates to estimate the day- of-the-week (DOW) effect on both volatility and daily returns of the stock exchange markets for the...
- Autores:
-
Alonso Cifuentes, Julio César
Gallo Córdoba, Beatriz Eugenia
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2013
- Institución:
- Universidad ICESI
- Repositorio:
- Repositorio ICESI
- Idioma:
- eng
- OAI Identifier:
- oai:repository.icesi.edu.co:10906/79119
- Acceso en línea:
- http://search.ebscohost.com/login.aspx?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=1499691X&AN=94428549&h=HxF/U1yTKYV3qQ5SexoUtgql4gOIzbl1DQXHu6Ej4mninVcf65/kbZf/yP8JvMRy83MLNH4GD6pxuaJOrhOGQw==&crl=c
http://www.na-businesspress.com/JABE/CordobaBEG_Web15_3_.pdf
http://hdl.handle.net/10906/79119
- Palabra clave:
- Mercados financieros
Economía
Mercado de valores
Mercado bursatil
Economics
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by-nc-nd/4.0/