The evolution of the day-of-the-week effect and the implications in the crude oil market

The evolution of the day-of-the-week effect and the implications in the crude oil market

The movement of prices in the crude oil market are important to the international economy and financial asset returns. Day-of- the-week effect is a great challenge to the market's effectiveness. We examine the evolution of day-of-the-week and investigate its implications based on the West Texas...

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Bibliographic Details
Main Authors: Li, Wenhui, Zhu, Qi, Wen, Fenghua, Mohd Nor, Normaziah
Format: Article
Language:English
Published: Elsevier BV 2022
Online Access:http://psasir.upm.edu.my/id/eprint/95435/
http://psasir.upm.edu.my/id/eprint/95435/1/The%20evolution%20of%20the%20day-of-the-week%20effect%20and%20the%20implications%20in%20the%20crude%20oil%20market%20%20.pdf

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