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A DoW-statistic for Gauging Day-of-the-Week Anomalies

Citation

Jeyasreedharan, N, A DoW-statistic for Gauging Day-of-the-Week Anomalies, Finance Letters, 5, (1) pp. 1-10. ISSN 1740-6242 (2007) [Refereed Article]

DOI: doi:10.1016/j.frl.2007.12.003

Item Details

Item Type:Refereed Article
Research Division:Economics
Research Group:Econometrics
Research Field:Time-Series Analysis
Objective Division:Commercial Services and Tourism
Objective Group:Financial Services
Objective Field:Finance Services
Author:Jeyasreedharan, N (Dr Nagaratnam Jeyasreedharan)
ID Code:79069
Year Published:2007
Deposited By:Economics and Finance
Deposited On:2012-08-15
Last Modified:2014-12-02
Downloads:0

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