مرکز منطقه ای اطلاع رساني علوم و فناوري - The day of the week effect on stock market volatility and volume: International evidence

Title of article :

The day of the week effect on stock market volatility and volume: International evidence

Author/Authors :

Halil Kiymaz، نويسنده , , Hakan Berument، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

363

To page :

380

Keywords :

GARCH , Volatility , Volume , Day of the week effect

Journal title :

Review of Financial Economics

Serial Year :

2003

Journal title :

Review of Financial Economics

Record number :

231275

Link To Document :