Seasonality and the non-trading effect on central European stock markets

Finance a Uver - Czech Journal of Economics and Finance

Volumn 56, Issue 1-2, 2006, Pages 69-79

  Žikeš, Filip ^a   Bubák, Vít ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Conditional heteroskedasticity; Day of week effect; Non trading effect; Seasonality

Indexed keywords

EID: 33644756812     PISSN: 00151920     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (24)

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