A study on religious and secular holiday effect: evidence from Malaysian stock market

This paper investigates the presence of holiday effect in the Malaysian stock market by comparing daily stock returns on the trading day around holiday period with the daily stock returns on normal trading days. To examine the holiday effect more specifically, the public holidays in Malaysia are cat...

Full description

Saved in:
Bibliographic Details
Main Author: Loh, Hui San
Format: Thesis
Language:eng
eng
Published: 2013
Subjects:
Online Access:https://etd.uum.edu.my/5143/1/s812356.pdf
https://etd.uum.edu.my/5143/2/s812356_abstract.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!