Market anomalies and data persistence: The case of the day-of-the-week effect

Bibliographic Details
Main Authors:	Alex Plastun, Serhiy Kozmenko, Viacheslav Plastun, Hanna Filatova
Format:	Article
Language:	English
Published:	Centre of Sociological Research, Szczecin, Poland 2019-09-01
Series:	Journal of International Studies
Subjects:	market efficiency anomaly long memory persistence day of the week effect R/S analysis
Online Access:	https://www.jois.eu/?540,en_market-anomalies-and-data-persistence-the-case-of-the-day-of-the-week-effect

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