Stability of the day of the week effect in return and in votality at the Indian capital market: A GARCH approach with proper mean specification

Applied Financial Economics

Volumn 13, Issue 8, 2003, Pages 553-563

  Bhattacharya, Kaushik ^a   Sarkar, Nityananda ^a   Mukhopadhyay, Debabrata ^b  

^a Reserve Bank of India   (India)

^b INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; MODELING; PRICE DYNAMICS; STOCK MARKET;

INDIA;

EID: 0041814575     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310021000020924     Document Type: Article

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