Calendar anomalies in Pakistan stock market

Anomalies are those irregularities that cannot be defined by the standard finance theories. In this paper, we examined the existence of an intra-month effect and weekend effect in stock returns of Pakistan stock exchange. Data has been gathered from KSE-100 index which is largest and most liquid sto...

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Bibliographic Details
Main Authors: Sobia, Quayyoum, Muhammad, Asad, Simonetti, Biagio, Lau, Evan
Format: E-Article
Language:English
Published: Universita� del Salento 2017
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18561/7/Calendar%20anomalies%20in%20Pakistan%20stock%20market%20%28abstract%29.pdf
http://ir.unimas.my/id/eprint/18561/
http://siba-ese.unisalento.it/index.php/ejasa/index
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