An Empirical Study on Day-of-the Week Effect in Indian Stock Market During Different Settlement Regimes Using Garch Framework
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- Khushboo Aggarwal & Mithilesh Kumar Jha, 2023. "Stock returns seasonality in emerging asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 109-130, March.
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Keywords
weak-form efficiency; calendar anomalies; rolling-settlement; GARCH; dummy variables;All these keywords.
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