BARMAN, Nitashree. Day-of-The-Week Effects and Volatility Clustering in Banking ‎Stocks: GARCH-Based Evidence from India’s Emerging ‎Market. International Journal of Accounting and Economics Studies, [S. l.], v. 12, n. 7, p. 712–727, 2025. DOI: 10.14419/y9tbcv57. Disponível em: https://www.sciencepubco.com/index.php/IJAES/article/view/36579.. Acesso em: 5 dec. 2025.