Intraday and intraweek trade anomalies on the Czech stock market
The paper examines intraday and intraweek market returns on the Czech stock market for the search of time and seasonal anomalies in its activities during the last ten years. Existence or absence of anomalies indicates the efficiency of the market. A group of regression models and GARCH (1,1) model i...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Mendel University Press
2012-01-01
|
| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| Subjects: | |
| Online Access: | https://acta.mendelu.cz/60/4/0079/ |