Stock returns, seasonality and asymmetric conditional volatility in world equity markets

Research output: Contribution to journal › Article › peer-review

Cite this

@article{95d0c13b58bd434ca740fcdb6cc27fc3,

title = "Stock returns, seasonality and asymmetric conditional volatility in world equity markets",

author = "Ercan Balaban and A. Bayar and Kan, \{O. B.\}",

year = "2001",

language = "English",

volume = "8",

pages = "263--268",

journal = "Applied Economics Letters",

issn = "1466-4291",

publisher = "Routledge",

}