Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets
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- Rayenda Brahmana & Chee Wooi Hooy & Zamri Ahmad, 2014. "The Role of Weather on Investors’ Monday Irrationality: Insights from Malaysia," Contemporary Economics, University of Finance and Management in Warsaw, vol. 8(2), June.
- Guglielmo Maria Caporale & Alex Plastun, 2016. "Calendar Anomalies in the Ukrainian Stock Market," CESifo Working Paper Series 5877, CESifo Group Munich.
More about this item
KeywordsCalendar Anomalies; Day-of-the-week; Twist-of-the-Monday; Non-parametric test;
- G0 - Financial Economics - - General
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