Month of the year effect and january effect in pre wwi stock returns evidence from a non linear garch model
Choudhry, Taufiq
Month of the year effect and january effect in pre wwi stock returns evidence from a non linear garch model J8629 2001 - 2001 - 1-11 V. 6 Issue. 1
Finance and Economics
Asymmetric effect;January effect;Non linear GARCH;Seasonal anomalies;Volatility;
Month of the year effect and january effect in pre wwi stock returns evidence from a non linear garch model J8629 2001 - 2001 - 1-11 V. 6 Issue. 1
Finance and Economics
Asymmetric effect;January effect;Non linear GARCH;Seasonal anomalies;Volatility;