Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong

Hing Lin Chan, Kai Yin Woo

    Research output: Contribution to journalJournal articlepeer-review

    1 Citation (Scopus)

    Fingerprint

    Dive into the research topics of 'Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong'. Together they form a unique fingerprint.

    Keyphrases

    Economics, Econometrics and Finance