The Role of Herd Behaviour on Determining the Day-of-the Week Anomaly: A Lesson from Malaysia Stock Market
With regards to determining whether herding is spontaneous and irrational behaviour causing the Day-of-the-week anomaly, this paper intersects the Christie and Huang (1995) herd behaviour model with French's (1980) Day-of-the-week model in several layers of tests. We use firm-level data and...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Asian Academy of Management and Penerbit Universiti Sains Malaysia
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/9691/1/The%20Role%20of%20Herd%20Behaviour%20on%20Determining%20the%20Day-of-the%20Week%20Anomaly%28abstract%29.pdf http://ir.unimas.my/id/eprint/9691/ http://www.researchgate.net/publication/257938574_The_Role_of_Herd_Behaviour_on_Determining_the_Day-of-the_Week_Anomaly_A_Lesson_from_Malaysian_Stock_Market |
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Internet
http://ir.unimas.my/id/eprint/9691/1/The%20Role%20of%20Herd%20Behaviour%20on%20Determining%20the%20Day-of-the%20Week%20Anomaly%28abstract%29.pdfhttp://ir.unimas.my/id/eprint/9691/
http://www.researchgate.net/publication/257938574_The_Role_of_Herd_Behaviour_on_Determining_the_Day-of-the_Week_Anomaly_A_Lesson_from_Malaysian_Stock_Market