PANGESTUTI, Irene Rini Demi (2016) The test of day of the week effect and turn-of-month effect by using A GARCH approach: Evidence from Indonesia capital market. International Journal of Economic Research, 13 (1). pp. 153-163. ISSN 0972-9380
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THE TEST OF DAY OF THE WEEK EFFECT AND TURN-OF-MONTH EFFECT BY USING A GARCH APPROACH_ EVIDENCE FROM INDONESIA CAPITAL MARKET.pdf Download (1MB) |
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Seasonality, Day of the Week Effect, Turn-of-Month-Effect (TOME) |
| Subjects: | Undip Formal Documents |
| Depositing User: | FAKULTAS FEB |
| Date Deposited: | 18 Feb 2020 02:04 |
| Last Modified: | 18 Feb 2020 02:04 |
| URI: | https://eprints2.undip.ac.id/id/eprint/600 |
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