Common and local asymmetry and day-of-the-week effects among EU equity markets

Kenneth Högholm, Johan Knif, Seppo Pynnönen

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalQuantitative Finance
Volume11
Issue number2
Pages (from-to)219-227
Number of pages9
ISSN1469-7688
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article - refereed

Keywords

  • Day-of-the-week effect
  • Asymmetry
  • European equity markets
  • STOCK RETURNS
  • INTERNATIONAL EVIDENCE
  • SEASONALITY
  • EQUALITY
  • PATTERNS
  • BEHAVIOR
  • PRICES
  • 511 Economics
  • KOTA2011

Cite this