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- W2364351215 abstract "Investigate the weekday effect of return volatility in the Shanghai stock market.Levene test and GARCH model are applied.The evidence shows that significant Monday high volatility exists in the Shanghai stock market. It seems that weekend information accumulation causes the Monday high volatility." @default.
- W2364351215 created "2016-06-24" @default.
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- W2364351215 date "2003-01-01" @default.
- W2364351215 modified "2023-09-25" @default.
- W2364351215 title "A study on the weekday effect of return volatility in the stock market" @default.
- W2364351215 hasPublicationYear "2003" @default.
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