Stock returns behavior during holiday periods: evidence from Malaysia, Japan and U.S. / Mohd Faizul Akbar Zakaria

• Main Author: Zakaria, Mohd Faizul Akbar
• Format: Student Project
• Language: English
• Published: 2007
• Subjects: Investment, capital formation, speculation; Stock price indexes. Stock quotations
• Online Access: https://ir.uitm.edu.my/id/eprint/74448/1/74448.pdf; https://ir.uitm.edu.my/id/eprint/74448/

The purpose of this study is to test whether there is an existence of an international stock market anomaly. In order to test for holiday anomalies over five (5) years period, the study examines three major indicates from Malaysia, Japan and U. S market using multiple regression with dummy variables...