The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange
Kalimullah Khan, Muhammad Ali Nasir, Matteo Rossi
| Year of publication: |
2017
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|---|---|
| Authors: | Khan, Kalimullah ; Nasir, Muhammad Ali ; Rossi, Matteo |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 19.2017, 1, p. 54-69
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| Subject: | stock markets | Ramadan effect | GARCH model | calendar anomalies | stock market performance | stock market volatility | Karachi Stock Exchange | Pakistan | ordinary least squares | OLS | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Kleinste-Quadrate-Methode | Least squares method | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2017.10000917 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011665604