Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification

Author： Bhattacharya Kaushik Sarkar Nityananda Mukhopadhyay Debabrata

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.13, Iss.8, 2003-01, pp. : 553-563

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