Calendar anomalies in African stock markets
Year of publication: |
2021
|
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Authors: | Ferrouhi, El Mehdi ; Kharbouch, Omar ; Aguenaou, Samir ; Naeem, Muhammad |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 9.2021, 1, p. 1-17
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | African stock markets | Day of the Week effect | DOW | Friday effect | January effect | Monday effect | Month of the Year effect | MOY | Ramadan effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2021.1978639 [DOI] 180031678X [GVK] hdl:10419/270159 [Handle] RePEc:taf:oaefxx:v:9:y:2021:i:1:p:1978639 [RePEc] |
Classification: | C22 - Time-Series Models ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
-
Calendar anomalies in African stock markets
Ferrouhi, El Mehdi, (2021)
-
The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
Giovanis, Eleftherios, (2009)
-
The determinants of the Harare Stock Exchange (HSE) market capitalisation
Ilmolelian, Peter, (2005)
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-
Calendar anomalies in African stock markets
Ferrouhi, El Mehdi, (2021)
-
Financial management in Pakistan
Ansari, Javed Akbar, (2005)
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Liquidity Determinants of Moroccan Banking Industry
FERROUHI, El Mehdi, (2013)
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