search query: @author Thomas, H. / total: 69
reference: 17 / 69
| Author: | Chan, M. Khanthavit, A. Thomas, H. |
| Title: | Seasonality and cultural influences on four Asian stock markets |
| Journal: | Asia Pacific Journal of Management
1996 : OCT, VOL. 13:2, p. 1-24 |
| Index terms: | ASIA STOCK MARKETS CULTURE |
| Language: | eng |
| Abstract: | The authors use daily returns to identify seasonality on the Kuala Lumpur Stock Exchange (KLSE). The Stock Exchange Bombay (SEB), the Stock Exchange of Singapore (SES) and the Stock Exchange of Thailand (SET). On all four, the authors find strong day-of-the-week effects. Month-of-the-year effects exist on the KLSE and the SES but not on the SET or the BSE. Strong Chinese New Year effects are evident on the SES and KLSE. In general the authors find that cultural holidays evidence a stronger effect than state holidays. |
SCIMA