@article{fc3c17f965a24ffd80ea783628183ca3,
title = "Cross-distributional robustness of conditional weekday effects: evidence from European equity-index returns",
keywords = "weekday effect, European equity markets, quantile regression, STOCK-PRICES, SEASONALITY, 511 Economics, KOTA2011",
author = "Kenneth H{\"o}gholm and Johan Knif and Seppo Pynn{\"o}nen",
year = "2011",
doi = "10.1080/1351847X.2010.544474",
language = "English",
volume = "17",
pages = "377--390",
journal = "The European Journal of Finance",
issn = "1351-847X",
publisher = "Routledge (Taylor \& Francis)",
number = "5-6",
}