Reynaldo, Ernesth and Rodoni, Achmad and Astuty, Pudji (2008) Testing of Lq45 Stock Return in The Interday Variations Model. In: Proceedings of the 3rd International Conference on Law, Social Science, Economics, and Education, ICLSSEE 2023, 6 May 2023, Salatiga, Central Java, Indonesia.
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Abstract
The purpose of this study is to use a model derived from Kyle (1985) to illustrate the application of the theory of interday variability proposed by Foster and Viswanathan (2008), based on the phenomenon of the day of the week, the four week, and the Rogalsky of stock returns. This review expects to
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:28 |
| Last Modified: | 17 Apr 2026 02:42 |
| URI: | http://eprints.eai.eu/id/eprint/43906 |
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