Calendar Anomalies In The Malaysian Stock Market
This study examines the calendar anomalies in the Malaysian stock market. Using various generalized autoregressive conditional heteroskedasticity models; this study reveals the different anomaly patterns in this market for before, during and after the Asian financial crisis periods. Among other imp...
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| Main Authors: | , , |
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| Format: | Working Paper |
| Language: | en |
| Published: |
Universiti Malaysia Sabah (UMS)
2006
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/29595/1/calendar.pdf http://ir.unimas.my/id/eprint/29595/ |
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