Cataloged from PDF version of article.This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the return-volatility relationship is present and the same for each day of the week. © 2010 Springer Science+Business Media, LLC
The pattern of intra-day stock price volatility is established in the academic literature as having ...
This article proposes a trading-based explanation for the asymmetric effect in daily volatility of i...
This paper investigates the day of the week effect in the volatility of the Saudi Stock Exchange d...
This paper examines the stock market returns and volatility relationship using US daily returns from...
Cataloged from PDF version of article.This study investigates the day of the week effect on the vola...
This study tests the presence of the day of the week effect on stock market volatility by using the ...
This study investigates day-of-the-week (DOW) anomalies in the stock markets of twenty emerging econ...
This study investigates the day of the week effect on the volatility of major stock market indexes f...
The presence of the day-of-the-week effect has been documented in finance literature. This paper inv...
This paper assesses whether the return-volatility relationship is the same on Monday compared to oth...
This study tests the presence of the day of the week effect on stock market volatility by using the ...
Abstract: This study investigates the day of the week effect on return and volatility for Istanbul S...
This paper investigates the day of the week effect in the volatility of the Saudi Stock Exchange dur...
In this paper, we propose to evaluate whether asymmetry influences the day-of-the-week effects on vo...
This paper provides international evidence for the presence of the day of the week effects in stock ...
The pattern of intra-day stock price volatility is established in the academic literature as having ...
This article proposes a trading-based explanation for the asymmetric effect in daily volatility of i...
This paper investigates the day of the week effect in the volatility of the Saudi Stock Exchange d...
This paper examines the stock market returns and volatility relationship using US daily returns from...
Cataloged from PDF version of article.This study investigates the day of the week effect on the vola...
This study tests the presence of the day of the week effect on stock market volatility by using the ...
This study investigates day-of-the-week (DOW) anomalies in the stock markets of twenty emerging econ...
This study investigates the day of the week effect on the volatility of major stock market indexes f...
The presence of the day-of-the-week effect has been documented in finance literature. This paper inv...
This paper assesses whether the return-volatility relationship is the same on Monday compared to oth...
This study tests the presence of the day of the week effect on stock market volatility by using the ...
Abstract: This study investigates the day of the week effect on return and volatility for Istanbul S...
This paper investigates the day of the week effect in the volatility of the Saudi Stock Exchange dur...
In this paper, we propose to evaluate whether asymmetry influences the day-of-the-week effects on vo...
This paper provides international evidence for the presence of the day of the week effects in stock ...
The pattern of intra-day stock price volatility is established in the academic literature as having ...
This article proposes a trading-based explanation for the asymmetric effect in daily volatility of i...
This paper investigates the day of the week effect in the volatility of the Saudi Stock Exchange d...
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