سامانه پشتیبانی خدمات اطلاعات

  اخبار و اعلانات

 آمار

تعداد نشریات158
تعداد شماره‌ها6,225
تعداد مقالات67,685
تعداد مشاهده مقاله114,930,037
تعداد دریافت فایل اصل مقاله89,604,211
. (1385). Days- of- Week Effect on Tehran Stok Exchange Returns: An Empirical Analysis. , 11(16), 149-164. doi: 10.22059/ier.2006.30947
. "Days- of- Week Effect on Tehran Stok Exchange Returns: An Empirical Analysis". , 11, 16, 1385, 149-164. doi: 10.22059/ier.2006.30947
. (1385). 'Days- of- Week Effect on Tehran Stok Exchange Returns: An Empirical Analysis', , 11(16), pp. 149-164. doi: 10.22059/ier.2006.30947
. Days- of- Week Effect on Tehran Stok Exchange Returns: An Empirical Analysis. , 1385; 11(16): 149-164. doi: 10.22059/ier.2006.30947

Days- of- Week Effect on Tehran Stok Exchange Returns: An Empirical Analysis

Iranian Economic Review
مقاله 9، دوره 11، شماره 16، تیر 2006، صفحه 149-164    اصل مقاله (810.14 K)
شناسه دیجیتال (DOI): 10.22059/ier.2006.30947
چکیده
The purpose of this study is to concentrate on the investigation of days-of-week effect on Tehran Stock Exchange and its comparison with other emerging markets. Using Classical Linear Regression (CLR) as well as Autoregressive Conditional Heteroskedasticity (ARCH) models it in indicated has indicated that there is significantly positive total return on Saturdays and significantly negative total return on Sundays. There is no significant return on the other days of the week. So, one may suggest that it would be reasonable to sell on Saturday and buy it on Sunday. Comparing this result with that of other emerging stock markets, it can be concluded that days- of- week effect on returns of Tehran Stock Exchange is different from other emerging markets.
آمار
تعداد مشاهده مقاله: 1,121
تعداد دریافت فایل اصل مقاله: 857


سامانه مدیریت نشریات علمی. قدرت گرفته از سیناوب