Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns

Kenneth Högholm, Johan Knif, Seppo Pynnönen

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalThe European Journal of Finance
Volume17
Issue number5-6
Pages (from-to)377-390
Number of pages14
ISSN1351-847X
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article - refereed

Keywords

  • weekday effect
  • European equity markets
  • quantile regression
  • STOCK-PRICES
  • SEASONALITY
  • 511 Economics
  • KOTA2011

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