Seasonality Anomalies Of Malaysia Revisited
The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to exa...
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| Format: | Thesis |
| Published: |
2007
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| Online Access: | http://shdl.mmu.edu.my/1865/ |
| _version_ | 1848789903986393088 |
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| author | Ching, Tan Voon |
| author_facet | Ching, Tan Voon |
| author_sort | Ching, Tan Voon |
| building | MMU Institutional Repository |
| collection | Online Access |
| description | The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study. |
| first_indexed | 2025-11-14T18:04:07Z |
| format | Thesis |
| id | mmu-1865 |
| institution | Multimedia University |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:04:07Z |
| publishDate | 2007 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | mmu-18652011-07-19T03:36:24Z http://shdl.mmu.edu.my/1865/ Seasonality Anomalies Of Malaysia Revisited Ching, Tan Voon HG1710 Electronic Funds Transfers The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study. 2007-07 Thesis NonPeerReviewed Ching, Tan Voon (2007) Seasonality Anomalies Of Malaysia Revisited. Masters thesis, University of Multimedia. http://vlib.mmu.edu.my/diglib/login/dlusr/login.php |
| spellingShingle | HG1710 Electronic Funds Transfers Ching, Tan Voon Seasonality Anomalies Of Malaysia Revisited |
| title | Seasonality Anomalies Of Malaysia Revisited |
| title_full | Seasonality Anomalies Of Malaysia Revisited |
| title_fullStr | Seasonality Anomalies Of Malaysia Revisited |
| title_full_unstemmed | Seasonality Anomalies Of Malaysia Revisited |
| title_short | Seasonality Anomalies Of Malaysia Revisited |
| title_sort | seasonality anomalies of malaysia revisited |
| topic | HG1710 Electronic Funds Transfers |
| url | http://shdl.mmu.edu.my/1865/ http://shdl.mmu.edu.my/1865/ |