Seasonality in Equity Market : New Evidence from Four Emerging Market

This study investigates the existence of seasonality effect in Malaysia and its three neighboring markets− Indonesia, Singapore, and Thailand– using a sample of 24 selected sectoral and broad indexes over the period of January 1988 to December 2005. This study also examines the influence of tradi...

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Bibliographic Details
Main Authors: Ruzita Abd Rahim, D. Agus Harjito
Format: Article
Language:English
Published: Universitas Islam Indonesia 2009-07-01
Series:Economic Journal of Emerging Markets
Online Access:https://jurnal.uii.ac.id/JEP/article/view/576

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