Stock Market Anomalies: The Day-Of-The-Week-Effect : An empirical study on the Swedish Stock Market: A GARCH Model Analysis
Background: The day-of-the-week effect has been a widely studied field ever since the concept was introduced in the early 1970s. Historically, negative returns on Mondays have been the most common finding. In line with improved market efficiency, researchers have started to question the existence of...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Företagsekonomi
2018
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-39669 |