Seasonal anomalies of stocks in ASEAN equity markets

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Seasonal anomalies of stocks in ASEAN equity markets

This study examines the daily anomalies in the five ASEAN equity markets of Malaysia, Singapore, Thailand, Indonesia and the Philippines before, during and after the Asian financial crisis. The regression results reveal different patterns among these markets for each of the three periods. The Monday...

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Bibliographic Details
Main Authors:	Kok, Kim Lian, Wong, Yoke Chen *
Format:	Article
Language:	English
Published:	Sunway University College 2004
Subjects:	HG Finance
Online Access:	http://eprints.sunway.edu.my/8/ http://eprints.sunway.edu.my/8/1/Seasonal%20anomalies%20of%20stocks%20in%20ASEAN%20equity%20markets.pdf

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