Chinese Agricultural Science Bulletin ›› 2011, Vol. 27 ›› Issue (26): 223-226.
Special Issue: 现代农业发展与乡村振兴
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Abstract:
In this paper ,the generalized error distribution of GARCH models was used to analysis weekday effect of agriculture listed companies,based on “bull market” and “bear market”.the results showed that there was a significant positive effect of the Monday and Friday in “bull market” and a significantly negative Monday effect in “bear market”.Finaly some suggestions are given.
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https://www.casb.org.cn/EN/Y2011/V27/I26/223