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Le Long Hau
Day-Of-The-Week Effects in Different Stock Markets: New Evidence on Model-Dependency in Testing Seasonalities...
Xuất bản: 27 July, 2022
This paper investigates the day-of-the-week effects in the stock indexes of both developed and emerging markets as well as the MSCI world index from March 2002?May 2008 using regression models. The results show many daily effects, occurring from Monday...
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