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

• Main Authors: Gangcuangco, Mark Anthony C., Kim, Yuri, Lacadin, Jessa Marie T., Song, Song E.
• 格式: text
• 語言: English
• 出版: Animo Repository 2013
• 主題: Stock exchanges > Philippines; Stock exchanges > Singapore; Stock exchanges > Malaysia; Finance and Financial Management
• 在線閱讀: https://animorepository.dlsu.edu.ph/etd_bachelors/18384

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...