MADAI, Tek Bahadur; SHARMA, Dilli Raj; DANGOL, Jeetendra. Trading Day Effect and Volatility Clustering in NEPSE Returns: An Empirical Analysis of Market Anomalies. KMC Journal, [S. l.], v. 8, n. 1, p. 122–140, 2026. DOI: 10.3126/kmcj.v8i1.90651. Disponível em: https://nepjol.info/index.php/kmcj/article/view/90651. Acesso em: 19 feb. 2026.