The day of the week effect on stock market volatility and volume: International evidence

Review of Financial Economics

Volumn 12, Issue 4, 2003, Pages 363-380

  Kiymaz, Halil ^a   Berument, Hakan ^b  

^a UNIVERSITY OF HOUSTON CLEAR LAKE   (United States)

^b BILKENT UNIVERSITY   (Turkey)

Author keywords

Day of the week effect; GARCH; Volatility; Volume

Indexed keywords

EID: 0242721014     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1058-3300(03)00038-7     Document Type: Article

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