Tell Me Why I Do Not Like Mondays
We conduct a strict and broad analysis of the 30-day expected volatility (VIX) of five very active individual US stocks, three US domestic indices, and that of 10-year US Treasury notes. We find prominent non-random movement patterns mainly on Mondays and Fridays. Furthermore, significant leaps in e...
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| Asıl Yazarlar: | , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2022-05-01
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| Seri Bilgileri: | Mathematics |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/2227-7390/10/11/1850 |
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