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1. 1. The day-of-the-week effect on stock returns and volatility: The case of Latin America

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Irais Perez Duran; [2010]
   Nyckelord :Day-of-the-week effect; Emerging markets; GARCH; EGARCH; APARCH; Business and Economics;

   Sammanfattning : It has been found that the behavior of stock markets follow patterns that are not necessarily consistent with the Efficient Market Hypothesis. Anomalies have been classified into different groups of which calendar anomalies such as the day-of-the-week effect has been under study for many years. LÄS MER