• Title of article

    The day of the week effect on stock market volatility and volume: International evidence

  • Author/Authors

    Halil Kiymaz، نويسنده , , Hakan Berument، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    18
  • From page
    363
  • To page
    380
  • Keywords
    GARCH , Volatility , Volume , Day of the week effect
  • Journal title
    Review of Financial Economics
  • Serial Year
    2003
  • Journal title
    Review of Financial Economics
  • Record number

    231275