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Article: European Day-of-the-Week Effects, Beta Asymmetries and International Herding

TitleEuropean Day-of-the-Week Effects, Beta Asymmetries and International Herding
Authors
Chang, ECPinegar, MJRavichandran, R
Keywordsbeta asymmetries
day‐of‐the‐week effects
noise traders
residual risk
risk‐adjusted mean returns
Issue Date1995
PublisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/EUFM
Citation
European Financial Management, 1995, v. 1, n. 2, p. 173-200 How to Cite?
DOI: http://dx.doi.org/10.1111/j.1468-036X.1995.tb00014.x
Persistent Identifierhttp://hdl.handle.net/10722/206392
ISSN
1354-7798
2021 Impact Factor: 2.295
2020 SCImago Journal Rankings: 1.311

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_US
dc.contributor.authorPinegar, MJen_US
dc.contributor.authorRavichandran, Ren_US
dc.date.accessioned2014-10-28T09:14:40Z-
dc.date.available2014-10-28T09:14:40Z-
dc.date.issued1995en_US
dc.identifier.citationEuropean Financial Management, 1995, v. 1, n. 2, p. 173-200en_US
dc.identifier.issn1354-7798en_US
dc.identifier.urihttp://hdl.handle.net/10722/206392-
dc.languageengen_US
dc.publisherBlackwell Publishing Ltd. The Journal's web site is located at http://www.blackwellpublishing.com/journals/EUFMen_US
dc.relation.ispartofEuropean Financial Managementen_US
dc.subjectbeta asymmetries-
dc.subjectday‐of‐the‐week effects-
dc.subjectnoise traders-
dc.subjectresidual risk-
dc.subjectrisk‐adjusted mean returns-
dc.titleEuropean Day-of-the-Week Effects, Beta Asymmetries and International Herdingen_US
dc.typeArticleen_US
dc.identifier.emailChang, EC:ecchang@hku.hken_US
dc.identifier.authorityChang, EC=rp01050en_US
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1111/j.1468-036X.1995.tb00014.x-
dc.identifier.scopuseid_2-s2.0-84982648068-
dc.identifier.volume1en_US
dc.identifier.issue2en_US
dc.identifier.spage173en_US
dc.identifier.epage200en_US
dc.identifier.issnl1354-7798-

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