Cultural and non-cultural holiday effect in Japanese and South Korea stock markets

This paper investigated the existence of cultural and non-cultural holiday effect in Japanese and South Korea stock markets consisting of four selected stock indexes which are Nikkei 225, JASDAQ, KOSDAQ and KOSPI. Descriptive statistics and Ordinary Least Square (OLS) with dummy variables are adopte...

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Bibliographic Details
Main Authors: Renogadewi Sandara Segaran, Chia, Ricky Chee Jiun
Format: Article
Language:English
English
Published: Penerbit UMS 2021
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/31770/1/Cultural%20and%20non-cultural%20holiday%20effect%20in%20Japanese%20and%20South%20Korea%20stock%20markets%20.pdf
https://eprints.ums.edu.my/id/eprint/31770/2/Cultural%20and%20non-cultural%20holiday%20effect%20in%20Japanese%20and%20South%20Korea%20stock%20markets%201.pdf