Anomalous Daily Seasonality in Ireland?
Posted: 30 Apr 2001
Abstract
Irish stock market daily returns are examined, with a finding of a significant postive Wednesday return. Using a GARCH-M specification, this cannot, it appears, be down to systemic risk.
JEL Classification: F12
Suggested Citation: Suggested Citation
Lucey, Brian M., Anomalous Daily Seasonality in Ireland?. Applied Economics Letters, Vol. 7, 2000, Available at SSRN: https://ssrn.com/abstract=242469
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