Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/821
Title: Empirical Investigation of the day-of-the-week effect on the return and conditional variance using EGARCH model : The case study of the H-shares
Other Titles: Case study of the H-shares
Authors: Dr. WOO Kai Yin 
Chan Hing-lin 
Issue Date: 2009
Series/Report no.: Working paper series
Type: Working Paper
URI: http://hdl.handle.net/20.500.11861/821
Appears in Collections:Economics and Finance - Publication

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