2 Art�culos

The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange

Acceso

en l�nea

Loc Dong Truong and H. Swint Friday

This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE). Daily returns of the VN30-Index for the period 6 February 2012 through 31 December 2019 are ... ver m�s

Revista: International Journal of Financial Studies Formato: Electr�nico

Tabla de contenido: Vol: 9 Num: 0 Par: 3 A�o: 2021

The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis

Acceso

en l�nea

Olfa Chaouachi,Imen Dhaou P�g. 94 - 98

The objective of our investigation is to test empirically the existence of the day of the week effect on the Canadian stock market between September 2009 and August 2019. Our findings show that the day of the week effect is present. The highest and lowes... ver m�s

Revista: International Journal of Economics and Financial Issues Formato: Electr�nico

Tabla de contenido: Vol: 10 Num: 6 Par: 0 A�o: 2020

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