January effect: the existence in Malaysia stock market / Muhamad Faiz Irwan Fadzil

• Main Author: Fadzil, Muhamad Faiz Irwan
• Format: Thesis
• Language: English
• Published: 2013
• Subjects: Profits. Corporate profits; Stock exchanges. Insider trading in securities; Malaysia
• Online Access: http://ir.uitm.edu.my/id/eprint/33671/1/33671.pdf; http://ir.uitm.edu.my/id/eprint/33671/

Past studies in the United States, Canada and Australia indicated the existence of seasonality effect, i.e. “January effect” due to taxes imposed on the capital gains in these countries. This paper attempted to find out whether or not this conclusion is also true in the case of Malaysia where there...