Calendar anomalies in selected Asian stock returns

This study examines the calendar anomalies In selected Asian stock markets (China, Hong Kong, Indonesia, Japan, Malaysia, Philippines, Singapore, South Korea, Taiwan and Thailand) over the period ranging from January 2000 to December 2006. The study uses the daily stock returns to examine the day-of...

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Bibliographic Details
Main Author: Chia, Ricky Chee Jiun
Format: Thesis
Language:English
English
Published: 2008
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/9321/1/24%20PAGES.pdf
https://eprints.ums.edu.my/id/eprint/9321/2/FULLTEXT.pdf
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