Open AccessThe Day-of-the-Week Effect’ Asymmetry in Return and Volatility in China: An Empirical Study
Author(s) -
Yinying Duan,
Peiling Zhao,
Yuqing Xia
Publication year - 2019
Publication title -
iop conference series. earth and environmental science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.179
H-Index - 26
eISSN - 1755-1307
pISSN - 1755-1315
DOI - 10.1088/1755-1315/237/5/052062
Subject(s) - econometrics , composite index , autoregressive conditional heteroskedasticity , volatility (finance) , statistics , index (typography) , asymmetry , mathematics , stock market index , economics , stock market , geography , computer science , composite indicator , context (archaeology) , physics , archaeology , quantum mechanics , world wide web