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Article: US Day-of-the week effects and Asymmetric responses to macroeconomic news

TitleUS Day-of-the week effects and Asymmetric responses to macroeconomic news
Authors
Chang, ECPinegar, JMRavichandran, R
KeywordsBeta asymmetries
Day-of-the-week effect
G14
Robustness
Issue Date1998
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jbf
Citation
Journal of Banking & Finance, 1998, v. 22 n. 5, p. 513-534 How to Cite?
DOI: http://dx.doi.org/10.1016/S0378-4266(98)00023-5
Persistent Identifierhttp://hdl.handle.net/10722/85748
ISSN
0378-4266
2023 Impact Factor: 3.6
2023 SCImago Journal Rankings: 1.663
ISI Accession Number ID
WOS:000074642200002

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_HK
dc.contributor.authorPinegar, JMen_HK
dc.contributor.authorRavichandran, Ren_HK
dc.date.accessioned2010-09-06T09:08:47Z-
dc.date.available2010-09-06T09:08:47Z-
dc.date.issued1998en_HK
dc.identifier.citationJournal of Banking & Finance, 1998, v. 22 n. 5, p. 513-534en_HK
dc.identifier.issn0378-4266en_HK
dc.identifier.urihttp://hdl.handle.net/10722/85748-
dc.languageengen_HK
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jbfen_HK
dc.relation.ispartofJournal of Banking & Financeen_HK
dc.rightsJournal of Banking & Finance. Copyright © Elsevier BV.en_HK
dc.subjectBeta asymmetries-
dc.subjectDay-of-the-week effect-
dc.subjectG14-
dc.subjectRobustness-
dc.titleUS Day-of-the week effects and Asymmetric responses to macroeconomic newsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0378-4266&volume=22&issue=5&spage=513&epage=534&date=1998&atitle=US+Day-of-the+week+effects+and+Asymmetric+responses+to+macroeconomic+newsen_HK
dc.identifier.emailChang, EC: ecchang@business.hku.hken_HK
dc.identifier.authorityChang, EC=rp01050en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/S0378-4266(98)00023-5-
dc.identifier.scopuseid_2-s2.0-0040350309-
dc.identifier.hkuros38270en_HK
dc.identifier.isiWOS:000074642200002-
dc.identifier.issnl0378-4266-

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