Seasonality Anomalies Of Malaysia Revisited
The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to exa...
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my-mmu-ep.18652011-07-19T03:36:24Z Seasonality Anomalies Of Malaysia Revisited 2007-07 Ching, Tan Voon HG1710 Electronic Funds Transfers The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study. 2007-07 Thesis http://shdl.mmu.edu.my/1865/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters University of Multimedia Research Library |
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HG1710 Electronic Funds Transfers Ching, Tan Voon Seasonality Anomalies Of Malaysia Revisited |
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The calendar anomalies provide opportunity to te investors to generate tha abnormal return.This study examines the seven calendar anomalies, namely, the weekend effect,the February effect,the pre-UMNO effect, the pre-Budet effect and the post-Budget effect. The main objective of this study is to examine the existence of these seven calendars anomalies in Bursa Malaysia. The daily returns of KLCI and main board\'s stocks in Bursa Malaysia from January 1992 to September 2006 are taken as the raw data for this study. |
format |
Thesis |
qualification_level |
Master's degree |
author |
Ching, Tan Voon |
author_facet |
Ching, Tan Voon |
author_sort |
Ching, Tan Voon |
title |
Seasonality Anomalies Of Malaysia Revisited |
title_short |
Seasonality Anomalies Of Malaysia Revisited |
title_full |
Seasonality Anomalies Of Malaysia Revisited |
title_fullStr |
Seasonality Anomalies Of Malaysia Revisited |
title_full_unstemmed |
Seasonality Anomalies Of Malaysia Revisited |
title_sort |
seasonality anomalies of malaysia revisited |
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University of Multimedia |
granting_department |
Research Library |
publishDate |
2007 |
_version_ |
1747829469199990784 |