Work

A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model

Year: 2002

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/s1062-9769(00)00081-8

Authors: Chin-Chen Chien, Cheng-few Lee, Andrew M.L. Wang

Institutions: National Cheng Kung University, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014867024

FWCI: 4.376

Cites: 28

Cited by: 50

Related to: 10