Capturing the month of the year e ff ect in the indian stock market using garch models

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  • who: Pramath Nath Acharya et al. from the Department of Management Studies, National Institute of Science and Technology, Berhampur, India Department of Commerce, Berhampur University, Berhampur, India have published the Article: Capturing the month of the year e ff ect in the Indian stock market using GARCH models, in the Journal: (JOURNAL)
  • what: The aim of this study is to find out the month of the year effect in the Indian stock market. The analysis was carried out with the time-series data of the index values collected from two active Indian stock exchanges. In . . .

     

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