Seasonality Anomalies Of Malaysia Revisited

The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to exa...

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Main Author:	Ching, Tan Voon
Format:	Thesis
Published:	2007
Subjects:	HG1710 Electronic Funds Transfers
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id	my-mmu-ep.1865
record_format	uketd_dc
spelling	my-mmu-ep.18652011-07-19T03:36:24Z Seasonality Anomalies Of Malaysia Revisited 2007-07 Ching, Tan Voon HG1710 Electronic Funds Transfers The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study. 2007-07 Thesis http://shdl.mmu.edu.my/1865/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters University of Multimedia Research Library
institution	Multimedia University
collection	MMU Institutional Repository
topic	HG1710 Electronic Funds Transfers
spellingShingle	HG1710 Electronic Funds Transfers Ching, Tan Voon Seasonality Anomalies Of Malaysia Revisited
description	The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study.
format	Thesis
qualification_level	Master's degree
author	Ching, Tan Voon
author_facet	Ching, Tan Voon
author_sort	Ching, Tan Voon
title	Seasonality Anomalies Of Malaysia Revisited
title_short	Seasonality Anomalies Of Malaysia Revisited
title_full	Seasonality Anomalies Of Malaysia Revisited
title_fullStr	Seasonality Anomalies Of Malaysia Revisited
title_full_unstemmed	Seasonality Anomalies Of Malaysia Revisited
title_sort	seasonality anomalies of malaysia revisited
granting_institution	University of Multimedia
granting_department	Research Library
publishDate	2007
_version_	1747829469199990784

Seasonality Anomalies Of Malaysia Revisited

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