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Weekend Effect On Hibor: Test Of A Structural Change

Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative...

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Main Authors: Y. N. Tang, Gordon, S. C. Mak, Billy
Format: Article
Language:English
Published: Asian Academy of Management (AAM) 1996
Subjects:
HD28-70 Management. Industrial Management
Online Access:http://eprints.usm.my/35306/1/1-1-6.pdf
http://eprints.usm.my/35306/
http://web.usm.my/aamj/1.1.1996/1-1-6.pdf
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id my.usm.eprints.35306
record_format eprints
spelling my.usm.eprints.35306 http://eprints.usm.my/35306/ Weekend Effect On Hibor: Test Of A Structural Change Y. N. Tang, Gordon S. C. Mak, Billy HD28-70 Management. Industrial Management Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative Monday returns exist in the US stock market. French (1980), Keim and Stambaugh (1984), and Cornell (1985) provided recent evidences on seasonality on stock markets. Asian Academy of Management (AAM) 1996 Article PeerReviewed application/pdf en http://eprints.usm.my/35306/1/1-1-6.pdf Y. N. Tang, Gordon and S. C. Mak, Billy (1996) Weekend Effect On Hibor: Test Of A Structural Change. Asian Academy of Management Journal (AAMJ), 1 (1). pp. 1-9. ISSN 1394-2603 http://web.usm.my/aamj/1.1.1996/1-1-6.pdf
institution Universiti Sains Malaysia
building Hamzah Sendut Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sains Malaysia
content_source USM Institutional Repository
url_provider http://eprints.usm.my/
language English
topic HD28-70 Management. Industrial Management
spellingShingle HD28-70 Management. Industrial Management
Y. N. Tang, Gordon
S. C. Mak, Billy
Weekend Effect On Hibor: Test Of A Structural Change
description Seasonality has been one of the popular issues in the finance literature. Fama (1965) is one of the earlier researchers who reported seasonality in stock markets. Using the US data, Fama found that the variance on Monday is greater than that for other days. Cross (1973) also showed that negative Monday returns exist in the US stock market. French (1980), Keim and Stambaugh (1984), and Cornell (1985) provided recent evidences on seasonality on stock markets.
format Article
author Y. N. Tang, Gordon
S. C. Mak, Billy
author_facet Y. N. Tang, Gordon
S. C. Mak, Billy
author_sort Y. N. Tang, Gordon
title Weekend Effect On Hibor: Test Of A Structural Change
title_short Weekend Effect On Hibor: Test Of A Structural Change
title_full Weekend Effect On Hibor: Test Of A Structural Change
title_fullStr Weekend Effect On Hibor: Test Of A Structural Change
title_full_unstemmed Weekend Effect On Hibor: Test Of A Structural Change
title_sort weekend effect on hibor: test of a structural change
publisher Asian Academy of Management (AAM)
publishDate 1996
url http://eprints.usm.my/35306/1/1-1-6.pdf
http://eprints.usm.my/35306/
http://web.usm.my/aamj/1.1.1996/1-1-6.pdf
_version_ 1643708458723180544
score 13.154949

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