NSU Research Contributions
Title : Stock return autocorrelation, day-of-the-week and volatility: An empirical investigation on Saudi Arabian stock market.
Authors : Chowdhury, S.S.H., Rahman, M.A., Sadique, M.S.
| Journal Title: Review of Accounting and Finance | Volume Number: 16 | Publication Year : 2017 | Issue Number: 2 |
| Pages : 218-238 |
| Keywords: Volatility, Autocorrelation, Feedback trade, Saudi Arabian stock market, TGARCH models |
