Modelling day-of-the-week seasonality in the S&P 500 index

Author： Franses Philip Hans   Paap Richard  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.10, Iss.5, 2000-09, pp. : 483-488

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index

By Keef Stephen P.   Roush Melvin L.  

Applied Financial Economics, Vol. 15, Iss. 2, 2005-01 ,pp. : 107-119

Routledge Ltd

Access to resources Recommend Favorite

S&P 500 Index reconstitutions and information asymmetry

By    

Applied Financial Economics, Vol. 24, Iss. 11, 2014-06 ,pp. : 777-791

Routledge Ltd

Access to resources Recommend Favorite

Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation

By Al-Loughani Nabeel   Chappell David  

Applied Financial Economics, Vol. 11, Iss. 4, 2001-08 ,pp. : 353-359

Routledge Ltd

Access to resources Recommend Favorite

Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index

By Behr Andreas  

Applied Financial Economics Letters, Vol. 3, Iss. 4, 2007-07 ,pp. : 215-220

Routledge Ltd

Access to resources Recommend Favorite

Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market

By Chang Ting-Huan  

Applied Financial Economics, Vol. 21, Iss. 14, 2011-07 ,pp. : 1049-1057

Routledge Ltd

Access to resources Recommend Favorite