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Seasonality in the Malaysian stock market

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References

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2018An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China60 cited
2002The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

56 cited

1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited

2014Chinese Lunar New Year effect in Asian stock markets, 1999–201255 cited

2015The holy day effect47 cited

2005A re-examination of the holiday effect in stock returns: the case of Hong Kong42 cited

2017The impact of religious practice on stock returns and volatility42 cited

2010Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance34 cited

2017Impact of Muslim Holy Days on Asian stock markets: An empirical evidence31 cited

2017Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets30 cited

2016The effect of Malaysia general election on stock market returns28 cited

2021Behavioural errors and stock market investment decisions: recent evidence from Pakistan26 cited

2011Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen25 cited