The Seasonality of Market Integration : The Case of Indonesia's Stock Markets

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The Seasonality of Market Integration : The Case of Indonesia's Stock Markets

Even though Market Integration and the weekend effect have been extensively investigated in the oast two decades, the examination of its linkage has been rarely found. Considering its importance for portfolio practices, this study investiagtes the possibility of integration to occur on a certain day...

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Bibliographic Details
Main Authors:	Shieldvie, Halim, Brahmana, Rayenda, Aldrin, Herwany
Format:	Article
Language:	English
Published:	LPEM 2011
Subjects:	HC Economic History and Conditions
Online Access:	http://ir.unimas.my/id/eprint/9697/ http://ir.unimas.my/id/eprint/9697/1/THE%20SEASONALITY%20OF%20MARKET%20INTEGRATION%20CASE%20OF%20INDONESIAN%20STOCK%20MARKETS%28abstract%29.pdf

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