January Effect on the Thinly Traded KLSE: Tests with Appropriate Refinements
Over recent years the January Effect has been documented as an anomaly on stock markets around the world. The January regularity refers to the phenomenon that security returns in early January are higher than in any other period of the year. The pesence of the January Regularity on the Kuala Lumpu...
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Main Authors: | , , |
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Format: | Article |
Language: | English English |
Published: |
1992
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Online Access: | http://psasir.upm.edu.my/id/eprint/2987/1/January_Effect_on_the_Thinly_Traded_KLSE_Tests_with.pdf http://psasir.upm.edu.my/id/eprint/2987/ |
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