Seasonality at the Karachi Stock Exchange
Generally, calendar effects takes place when the returns of financial assets exhibit particular characteristics over specific days, weeks, months or even years. This research report uses dummy variables with multiple linear regressions to identify the existence of various effects. Which include mont...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology
2009-12-01
|
| Series: | JISR Management and Social Sciences & Economics |
| Subjects: | |
| Online Access: | https://jisrmsse.szabist.edu.pk/index.php/szabist/article/view/313 |