Calendar Effect in the Malaysia Stock Market
The presence of the calendar effect has been recognized in equity markets throughout the world. Most of the studies reporting on this pattern have relied on the Ordinary Least Square (OLS) methodology. More recently, researchers have improved their studies by using a more advance methodology, produc...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24701/ |