Risk-adjusted and Bonferroni-adjusted seasonality in emerging Asian stock markets
Existing literature on market seasonality focuses mainly on returns anomalies with little or no attention to risk adjustment. This study investigates risk-adjusted, and Bonferroni adjusted day-of-the-week anomalies in nine emerging Asian stock markets. The data consist of the daily prices of nine st...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2020-04-01
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| Series: | Economic Journal of Emerging Markets |
| Subjects: | |
| Online Access: | http://journal.uii.ac.id/JEP/article/view/14509 |