Cross-country analysis of December effect: Determining the presence and consistency of December effect in the stock market of the Philippines, Singapore and Malaysia using daily stock indices returns for the periods 2000-2012
In an efficient stock market, returns are said to be random. However, several empirical works suggest that stock returns are not completely random and there exists patterns in the stock market. These patterns are referred to as anomalies. Categorically, there are three types of anomalies but calenda...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2013
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18384 |
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| Institution: | De La Salle University |
| Language: | English |