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: PANGESTUTI, Irene Rini Demi
Format: Article PeerReviewed application/pdf
Bahasa: eng
Terbitan: IJER © Serials Publications , 2016
Subjects:
Online Access: https://eprints2.undip.ac.id/id/eprint/600/1/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/600/