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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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Asian Academy of Management (AAM)
1996
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| 主題: | |
| オンライン･アクセス: | 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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