The test of day of the week effect and turn-of-month effect by using a garch approach Evidence from Indonesia capital market
| Main Author: | Kusumaningrum, Hermin |
|---|---|
| Format: | Article PeerReviewed application/pdf |
| Bahasa: | eng |
| Subjects: | |
| Online Access: |
https://eprints2.undip.ac.id/id/eprint/103/1/The%20test%20of%20day%20of%20the%20week%20effect%20and%20turn-of-month%20effect%20by%20using%20a%20garch%20approach%20Evidence%20from%20Indonesia%20capital%20market.pdf https://eprints2.undip.ac.id/id/eprint/103/ |