Day of the Week Effect in Stock Returns by using Bootstrapping GARCH
Abstract This paper propounds to examine the impact of the day week on the return of daily stock price using entire index, in Tehran Stock Exchange market during 1383 to 1388. In the literature review, a full explanation of the models and their shortcomings are discussed and propose a simpler sp...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Persa |
| Publicado em: |
Alzahra University, Faculty of Social Sciences and Economics
2014-06-01
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| coleção: | پژوهشهای تجربی حسابداری |
| Assuntos: | |
| Acesso em linha: | http://jera.alzahra.ac.ir/article_612_2d49dff8ab2394a6fe9f3202565714d5.pdf |
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