Calendar anomalies in the Malaysian stock market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sumra Abbas & Attiya Yasmin Javid, 2015. "The Day-of-the-Week Anomaly in Market Returns, Volume and Volatility in SAARC Countries," PIDE-Working Papers 2015:129, Pakistan Institute of Development Economics.
More about this item
Keywordscalendar anomalies; Malaysia; stock market; GARCH models; day-of-the-week effect; month-of-the-year effect;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-12 (All new papers)
- NEP-MST-2006-11-12 (Market Microstructure)
- NEP-RMG-2006-11-12 (Risk Management)
- NEP-SEA-2006-11-12 (South East Asia)
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