The Seasonality Of Market Integration : Case Of Indonesian Stock Markets

• Main Authors: Rayenda Khresna, Brahmana, Aldrin, Herwany, Shieldvie, Halim
• 格式: E-Article
• 语言: English
• 出版: Universitas Indonesia 2015
• 主题: HF Commerce
• 在线阅读: http://ir.unimas.my/id/eprint/29816/1/THE%20SEASONALITY%20OF%20MARKET%20INTEGRATION%20-%20Copy.pdf; http://ir.unimas.my/id/eprint/29816/; https://doaj.org/toc/2442-9260?source=%7B%22query%22%3A%7B%22filtered%22%3A%7B%22filter%22%3A%7B%22bool%22%3A%7B%22must%22%3A%5B%7B%22terms%22%3A%7B%22index.issn.exact%22%3A%5B%220126-155X%22%2C%222442-9260%22%5D%7D%7D%2C%7B%22term%22%3A%7B%22_type%22%3A%22article%22%7D%7D%5D%7D%7D%2C%22query%22%3A%7B%22match_all%22%3A%7B%7D%7D%7D%7D%2C%22size%22%3A100%2C%22_source%22%3A%7B%7D%7D

Even though Market Integration and the Weekend Effect have been extensively investigated in the past two decades, the examination of its linkage has been rarely found. Considering its importance for portfolio practices, this study investigates the possibility of integration to occur on a certain day...