Seasonal return and firm size effect in the Malaysian Stock Market
This study examine the existence of seasonal return and firm-size effect in the Malaysian stock market. The results reveal that there are evidence of the January effect, the Chinese New Year effect, and the reverse August effect. Since there is no capital gain tax in Malaysia, the tax loss selling...
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| Format: | Article |
| Language: | English |
| Published: |
2004
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/19014/1/Seasonal%20return%20and%20firm%20size%20effect%20in%20the%20Malaysian%20Stock%20Market.pdf https://eprints.ums.edu.my/id/eprint/19014/ |
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