Seasonal Effects In Selected Six Asian Stock Markets : Are They Still Relevant?

QR Code

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...

Full description

Bibliographic Details
Main Author:	Nik A Majid, Nik Aqilah
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2014
Online Access:	https://eprints.nottingham.ac.uk/27188/

Similar Items

The Impacts of the Global Financial Crisis on Stock Market Integration and Hedging Effectiveness : Evidence from Six Selected Asian Markets
by: Mponeja, Grace Faustine
Published: (2013)

Ripple effect of trump’s tariff on the stock market spill over in six Asian countries
by: Chang, Ling, et al.
Published: (2020)

Engineers still highly relevant
by: Jeevita, Jaayne, et al.
Published: (2024)

The alleged transmission of Greek thinking concepts into Arabic grammar: is it still relevant?
by: Yaacob, Solehah@Nik Najah Fadilah
Published: (2011)

Day-of-the-week effects in Selected East Asian stock markets
by: Venus, Khim-Sen Liew, et al.
Published: (2008)

Radionuclide study in gastroparesis: Is it still relevant?
by: Abdul Rahim, Mohamad Shahrir, et al.
Published: (2016)

Local car industry 'still relevant'
Published: (2008)

The Seasonality of Market Integration : The Case of Indonesia's Stock Markets
by: Shieldvie, Halim, et al.
Published: (2011)

Bills of quantities : are they still useful and relevant today?
by: Abdul Rashid, Rosli, et al.
Published: (2006)

Seasonal anomalies of stocks in ASEAN equity markets
by: Kok, Kim Lian, et al.
Published: (2004)

International financial market integration: an examination of six stocks markets
by: Omar Marashdeh,
Published: (1994)

Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets
by: Robiyanto, Robiyanto
Published: (2018)

Financing decisions : is the quality of information still relevant to be considered?
by: Arif Budi Satrio,
Published: (2022)

Is traditional budgeting still relevant? / Rosiatimah Mohd Isa
by: Mohd Isa, Rosiatimah
Published: (2005)

Linkage among selected western and asian stock markets / Noraini Aminudin
by: Aminudin, Noraini
Published: (2011)

Linkages among selected Western and Asian stock markets / Noraini Aminudin
by: Aminudin, Noraini
Published: (2011)

An empirical analysis of seasonal anomalies in Chinese Stock Market
by: Zhang, Wei
Published: (2010)

The linkages of Asian and the US stock markets
by: Razali Chong, Royfaizal, et al.
Published: (2009)

Dynamic linkages of Asian stock markets
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2003)

Customer relationship management: is it still relevant to commercial banks in Taiwan?
by: Yao, Hui-I, et al.
Published: (2012)

Market risk data analytics for selected Asian stock markets during the pandemic Covid-19
by: Leng, Jing Teng, et al.
Published: (2023)

Calendar anomalies in selected Asian stock markets / Nur Fathiah Mohd Shah
by: Mohd Shah, Nur Fathiah
Published: (2018)

Seasonality in stock returns : the Malaysian phenomenon from 1976 to 1996 : in comparison with selected international stock markets / Beh Teng Soon
by: Beh, Teng Soon
Published: (1997)

Contagious Effects Of Oil Prices On Asian Stock Markets’ Behaviour
by: Jok-Tong, Wan, et al.
Published: (2016)

Sogit, is still relevant to be applied in this era / Azeah Said and Norleja Waslee
by: Said, Azeah, et al.
Published: (2003)

Are privacy concerns still relevant? revisiting consumer behaviour in omnichannel retailing
by: Cheah, Jun-Hwa, et al.
Published: (2022)

Effects of country debt risk and determinant indicators on volatility contagion in six selected Asian countries
by: Lee, See Nie
Published: (2016)

Stock Market Performance And Modern Portfolio Theory: Case On Malaysian Stock Market And Asian Indices
by: Noor Azlinna, Azizan, et al.
Published: (2014)

The Euphoria Effect of UEFA Champion League Final on Asian Stock Market
by: Brahmana, Rayenda Khresna
Published: (2011)

Effect of Oil Price on the Stock Market Return and Volatility in Six Major Oil Exporting Countries
by: Amin, Masoud Yousefi
Published: (2011)

Macroeconomic determinants of stock market liquidity: Evidence from selected Asian emerging markets / Ijaz Ur Rehman
by: Ijaz , Ur Rehman
Published: (2016)

Test for calendar anomalies in six emerging Asian markets – results from the GARCH model
by: Khan, Asif Harun
Published: (2012)

Oil Price Fluctuations and Stock Price Volatility in Southeast Asian Stock Markets
by: Ng, Yuen Yein
Published: (2015)

The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
by: V. Anusakumar, Shangkari, et al.
Published: (2017)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

The Caldwell & Moloy Classification of Female pelvic shape: Still Relevant after 80 years?
by: Kuliukas, Lesley, et al.
Published: (2018)

The stock markets, banks and growth Nexus: Asian Islamic countries
by: Rajabi, Ehsan, et al.
Published: (2014)

Momentum And Investor Sentiment: Evidence From Asian Stock Markets
by: Anusakumar, Shangkari V.
Published: (2013)

Relevance of Fama-French Three Factor Model to the Tehran Stock Exchange
by: Falavarjani, Majid Fazeli
Published: (2010)

Women as Leaders in Agriculture - Still Not Seen, Still Not Heard, Still Not Recognised
by: McKenzie, Fiona Haslam, et al.
Published: (2010)