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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2009-07-01
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| Series: | Economic Journal of Emerging Markets |
| Online Access: | http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/576 |