Calendar anomalies in selected Asian stock markets / Nur Fathiah Mohd Shah

• Main Author: Mohd Shah, Nur Fathiah
• Format: Student Project
• Language: English
• Published: Faculty of Business Management, University Teknology MARA 2018
• Subjects: Stock price indexes. Stock quotations
• Online Access: http://ir.uitm.edu.my/id/eprint/25407/2/PPb_NUR%20FATHIAH%20MOHAMAD%20SHAH%20BM%20J%2018_5.pdf; http://ir.uitm.edu.my/id/eprint/25407/
• Institution: Universiti Teknologi Mara

Efficient market hypothesis (EMH) states that stock price will fully reflect all the available information in the market. This implies that no investor can create abnormal profit in efficient market. However, there are several markets that do not obey the EMH which to be called, anomalies. Presence...