Modelling day-of-the- week seasonality in the S&P 500 index

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	483-488
Number of pages	6
Journal	Applied Financial Economics
Volume	10
Publication status	Published - 2000

Cite this

@article{f95a12e7115940fd9225077aa50549c8,

title = "Modelling day-of-the- week seasonality in the S&P 500 index",

author = "Franses, {Philip Hans} and Richard Paap",

year = "2000",

language = "Undefined/Unknown",

volume = "10",

pages = "483--488",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis Ltd",

}