Weekend Effect On Hibor: Test Of A Structural Change
Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
1996
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| Subjects: | |
| Online Access: | http://eprints.usm.my/35306/1/1-1-6.pdf |