Ali, Irfan; Akhter, Waheed; Ashraf, Namrah - In: Cogent economics & finance 5 (2017) 1, pp. 1-10
effect of Gregorian calendar anomalies from Muslim Holy Days to certify that the documented effect is actually a result of … Muslim Holy Days rather than Gregorian calendar anomalies. Pooled fixed/random effect Panel Regression is used to check the … exists in Asian markets. These results provide support to the fact that both Islamic and Gregorian calendar anomalies exist …