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

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

Open source

DOI
10.1016/s1062-9769(00)00081-8
Published
2002-03
Container
The Quarterly Review of Economics and Finance
Publisher
Elsevier BV
Open access
unknown

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BibTeX

@article{allodium:10.1016/s1062-9769-00-00081-8,
  title = {A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model},
  author = {Chin-Chen Chien and Cheng-few Lee and Andrew M.L. Wang},
  year = {2002},
  journal = {The Quarterly Review of Economics and Finance},
  doi = {10.1016/s1062-9769(00)00081-8},
  url = {https://doi.org/10.1016/s1062-9769(00)00081-8}
}

RIS

TY  - JOUR
TI  - A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model
AU  - Chin-Chen Chien
AU  - Cheng-few Lee
AU  - Andrew M.L. Wang
PY  - 2002
JO  - The Quarterly Review of Economics and Finance
DO  - 10.1016/s1062-9769(00)00081-8
UR  - https://doi.org/10.1016/s1062-9769(00)00081-8
ER  - 

APA

Chien, C., Lee, C., & Wang, A. M. (2002). A note on stock market seasonality: The impact of stock price volatility on the application of dummy variable regression model. The Quarterly Review of Economics and Finance. https://doi.org/10.1016/s1062-9769(00)00081-8

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