Day of the Week Effect in Cryptocurrencies' Returns and Volatility
Calendar anomalies as the seasonal tendencies in stock returns are the signal of irregular behaviour of stock markets. These anomalies have been comprehensively studied in many matured as well as emerging stock markets. But there is lack of exploration of calendar anomalies in the cryptocurrency mar...
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| Autor Principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Ramanujan College, University of Delhi, Delhi, India
2020-12-01
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| Series: | Ramanujan International Journal of Business and Research |
| Assuntos: | |
| Acceso en liña: | https://rijbr.in/1/article/view/221/192 |
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