Day of the week effect on foreign exchange market volatility: Evidence from Turkey

Research in International Business and Finance

Volumn 21, Issue 1, 2007, Pages 87-97

  Berument, Hakan ^a   Coskun, M Nejat ^b   Sahin, Afsin ^c  

^a BILKENT UNIVERSITY   (Turkey)

^b GAZI UNIVERSITY   (Turkey)

^c MARMARA UNIVERSITY   (Turkey)

Author keywords

Day of the week effect; Exchange rate; Volatility

Indexed keywords

EID: 33751312703     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2006.03.003     Document Type: Article

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