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The day of the week effect on stock market volatility

2001331 citationsJournal Article

Authors

Hakan Berument · Bilkent University

Halil Kiymaz · University of Houston - Clear Lake

Topics & Keywords

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Publication Details

Published in: Journal of Economics and Finance

Volume 25, Issue 2, pp. 181-193

DOI: 10.1007/bf02744521

Field-Weighted Citation Impact: 1.96

The day of the week effect on stock market volatility | Researchclopedia