Short Term Seasonalities on the Jakarta Stock Exchange

• المؤلفون الرئيسيون: KUSNADI, Yuanto, Wong, Kie Ann
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1999
• الموضوعات: Accounting; Finance and Financial Management
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soa_research/1155; http://dx.doi.org/10.1142/S0219091599000205

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...