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monthly excess return in winter and spring, while the pre-dotcom-bubble period had a better performance than the post-dotcom-bubble … period. In the global post-dotcom-bubble period, there is statistical evidence for 1.60% and 1% lower average monthly returns … literature. The dotcom bubble seems to be responsible for the January effect differing from what might otherwise have been …
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internationalized and struggled for survival during the dotcom era. Grounded in data, this study corroborates a number of legitimation …
Persistent link: https://www.econbiz.de/10012611861
internationalized and struggled for survival during the dotcom era. Grounded in data, this study corroborates a number of legitimation …
Persistent link: https://www.econbiz.de/10012013971
internationalized and struggled for survival during the dotcom era. Grounded in data, this study corroborates a number of legitimation …
Persistent link: https://www.econbiz.de/10010712607
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This study examines the calendar anomalies in the Malaysian stock market. Using various generalized autoregressive conditional heteroskedasticity models; this study reveals the different anomaly patterns in this market for before, during and after the Asian financial crisis periods. Among other...
Persistent link: https://www.econbiz.de/10005616937