Seasonal Effects In Selected Six Asian Stock Markets : Are They Still Relevant?
The study investigates the existence of seasonal anomaly by testing four calendar anomalies; day-of-the-week (DOW) effect, week-of-the-month (WOM) effect, week-of-the-year (WOY) effect and month-of-the-year (MOY) effect. According to the seasonal anomalies concept, the stock index market prices are...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27188/ |