Narrow search
Showing 1 - 3 of 3
Cover Image
Seasonality in Southeast Asian stock markets : the Ramadan effect
Nai-chiek, Aik - In: The IUP journal of applied finance : IJAF 19 (2013) 3, pp. 75-92
Persistent link: https://www.econbiz.de/10009789010
Cover Image
Seasonality in Southeast Asian stock markets : the Ramadan effect
Nai-chiek, Aik - In: The IUP journal of applied finance : IJAF 19 (2013) 3, pp. 75-92
Persistent link: https://www.econbiz.de/10010185424
Cover Image
Seasonality in Southeast Asian Stock Markets : The Ramadan Effect
Nai-Chiek, Aik - 2013
Using the GARCH (generalized ARCH) specification, this paper examines the Ramadan effect for stock markets in both Islamic and non-Islamic countries in Southeast Asia for the period 1997 to 2008. Similar patterns of results were observed in these Islamic and non-Islamic countries, suggesting the...
Persistent link: https://www.econbiz.de/10013072740