The day-of-the-week effect in conditional correlation

Review of Quantitative Finance and Accounting

Volumn 27, Issue 3, 2006, Pages 297-310

  Chandra, Mahendra ^a  

^a EDITH COWAN UNIVERSITY   (Australia)

Author keywords

Asia Pacific markets; Conditional correlation; Day of the week effect

Indexed keywords

EID: 33747245721     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-006-9433-8     Document Type: Article

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