- Effects of Daylight Saving Time changes on stock market volatility: a replyHakan Berument
Department of Economics, Bilkent University, 06800 Ankara, Turkey
Psychol Rep 109:863-78. 2011..Empirical evidence suggests that the positive relationship between return and volatility becomes negative on the Mondays following DST changes...
- Effects of daylight savings time changes on stock market volatilityM Hakan Berument
Department of Economics, Bilkent University, Ankara 06533, Turkey
Psychol Rep 106:632-40. 2010..Returns on the first business day following daylight savings time changes were not lower nor was the volatility higher, as would be expected if there were an effect...