Modeling changing day-of-the-week seasonality in stock returns and volatility

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages27
EditionDiscussion Paper TI 9556/A
Publication statusPublished - 1995

Publication series

SeriesDiscussion Paper
VolumeTI 9556/A

Research programs

  • EUR ESE 11

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