Y. N. Tang, Gordon and S. C. Mak, Billy (1996) Weekend Effect On Hibor: Test Of A Structural Change. Asian Academy of Management Journal (AAMJ), 1 (1). pp. 1-9. ISSN 1394-2603
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Official URL: http://web.usm.my/aamj/1.1.1996/1-1-6.pdf
Abstract
Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative Monday returns exist in the US stock market. French (1980), Keim and Stambaugh (1984), and Cornell (1985) provided recent evidences on seasonality on stock markets.
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28-70 Management. Industrial Management |
| Divisions: | Penerbit Universiti Sains Malaysia (USM Press) > Asian Academy of Management Journal (AAM) |
| Depositing User: | Mr Firdaus Mohamad |
| Date Deposited: | 04 Jul 2017 04:31 |
| Last Modified: | 04 Jul 2017 04:31 |
| URI: | http://eprints.usm.my/id/eprint/35306 |
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