Short Term Seasonalities on the Jakarta Stock Exchange

• Main Authors: KUSNADI, Yuanto, Wong, Kie Ann
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 1999
• 主題: Accounting; Finance and Financial Management
• 在線閱讀: https://ink.library.smu.edu.sg/soa_research/1155; http://dx.doi.org/10.1142/S0219091599000205
• 機構: Singapore Management University

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...