Short Term Seasonalities on the Jakarta Stock Exchange
This research attempts to uncover the presence of various stock market seasonalities on the Jakarta Stock Exchange (JSX). We find that most of the seasonal effects exist on the JSX, except for the January effect. There is a day-of-the-week effect with low Tuesday and high Friday returns. The "t...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1999
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soa_research/1155 http://dx.doi.org/10.1142/S0219091599000205 |
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| Institution: | Singapore Management University |
| Language: | English |