Madai TB, Sharma DR, Dangol J. Trading Day Effect and Volatility Clustering in NEPSE Returns: An Empirical Analysis of Market Anomalies. KMC J. [Internet]. 2026 Feb. 9 [cited 2026 Feb. 21];8(1):122-40. Available from: https://www.nepjol.info/index.php/kmcj/article/view/90651