An empirical test of calendar anomalies for the Indian securities markets
Year of publication: |
2016
|
---|---|
Authors: | Jaisinghani, Dinesh |
Published in: |
South Asian Journal of Global Business Research. - Emerald Group Publishing Limited, ISSN 2045-4465, ZDB-ID 2650547-2. - Vol. 5.2016, 1, p. 53-84
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | GARCH-M | Day of week effect | Halloween effect | Mid-year effect | Trading-month effect | Weekend effect |
-
An empirical test of calendar anomalies for the Indian securities markets
Jaisinghani, Dinesh, (2016)
-
Seasonal anomalies in emerging markets : an empirical analysis for Indonesia
Jaisinghani, Dinesh, (2022)
-
The monthly effect and the day of the week effect in the American stock market
Xiao, Bing, (2016)
- More ...
-
Marketing intensity and persistence of firm performance : empirical evidence from Indonesia
Jaisinghani, Dinesh, (2019)
-
Corporate governance, firm performance, and business group affiliation : evidence from India
Sanan, Neeti Khetarpal, (2019)
-
Analyzing seasonal anomalies for Israel : evidence from pre- and post-global financial crisis
Jaisinghani, Dinesh, (2019)
- More ...