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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 |
| UTAS 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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