Day-of-the-Week Effect on Stock Market Return and Volatility: Evidence from Indian Stock Market

  • Mitra P
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Abstract

… The objectives of this chapter is to investigate the DOW effect in the stock market return and volatility by examining the BSE Sensex and NSE Nifty Fifty indexes for the period from 2000 …

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Mitra, P. (2016). Day-of-the-Week Effect on Stock Market Return and Volatility: Evidence from Indian Stock Market. IOSR Journal of Economics and Finance, 07(04), 99–107. https://doi.org/10.9790/5933-07040199107

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