Turn of the Month Effect in the South African Equity Market: A GARCH analysis

Autor: Mazviona, Batsirai Winmore, Mah, Gisele, Choga, Ireen
Zdroj: Acta Universitatis Danubius. Œconomica / Annals of Danubius University. Economics. 17(6):84-95
Databáze: Central and Eastern European Online Library (CEEOL)