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Berument et al., 2012 - Google Patents

Stock market return and volatility: day-of-the-week effect

Berument et al., 2012

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Document ID
4036569261253831130
Author
Berument M
Dogan N
Publication year
Publication venue
Journal of economics and finance

External Links

Snippet

This paper examines the stock market returns and volatility relationship using US daily returns from May 26, 1952 to September 29, 2006. The empirical evidence reported here does not support the proposition that the return-volatility relationship is present and the …
Continue reading at berument.bilkent.edu.tr (PDF) (other versions)

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