Seasonality and the Non-Trading Effect on Central European Stock Markets
| Author(s): | PhDr. Vít Bubák, M.A., Ph.D., |
|---|---|
| Type: | Articles in journals with impact factor |
| Year: | 2006 |
| Number: | 1 |
| ISSN / ISBN: | |
| Published in: | Czech Journal of Economics and Finance (Finance a Uver), 1-2/2006 |
| Publishing place: | |
| Keywords: | conditional heteroskedasticity, day-of-week effect, non-trading effect, seasonality |
| JEL codes: | G10 |
| Suggested Citation: | |
| Grants: | IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development |
| Abstract: |
