Bad News Announcement on Investor’s Monday Irrationality : Insight from Malaysia
The lack of empirical dossiers on the examination of the weekend effect causes intrigues us to investigate its determinant in the trading behaviour perspective. Employing one traditional interaction dummy model, and one day-by-day model, we found the market index and size-based portfolios of weekend...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Faculty of Economics and Business Universitas Gadjah Mada, Indonesia
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/29818/1/Bad%20News%20Announcement%20on%20Investor%E2%80%99s%20Monday%20Irrationality%20-%20Copy.pdf http://ir.unimas.my/id/eprint/29818/ https://jurnal.ugm.ac.id/jieb/article/view/6247 |
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| Institution: | Universiti Malaysia Sarawak |
| Language: | English |