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/