Calendar anomalies in the Malaysian stock market
Year of publication: |
2006-09-19
|
---|---|
Authors: | Chia, Ricky Chee-Jiun ; Liew, Venus Khim-Sen ; Wafa, Syed Khalid ; Wafa, Syed Azizi |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | calendar anomalies | Malaysia | stock market | GARCH models | day-of-the-week effect | month-of-the-year effect |
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