Seasonal anomalies of stocks in ASEAN equity markets
This study examines the daily anomalies in the five ASEAN equity markets of Malaysia, Singapore, Thailand, Indonesia and the Philippines before, during and after the Asian financial crisis. The regression results reveal different patterns among these markets for each of the three periods. The Monday...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sunway University College
2004
|
| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/8/1/Seasonal%20anomalies%20of%20stocks%20in%20ASEAN%20equity%20markets.pdf http://eprints.sunway.edu.my/8/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Sunway University |
| Language: | English |