Calendar anomalies in African stock markets
In this paper, we investigate the day of the week and the month of the year effects in African stock markets, both in the Gregorian and the Hijri calendars. Specifically, we investigate Monday effect, Friday effect, January effect and Ramadan effect, from January 2009 to December 2019, using OLS reg...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2021-01-01
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| coleção: | Cogent Economics & Finance |
| Assuntos: | |
| Acesso em linha: | http://dx.doi.org/10.1080/23322039.2021.1978639 |
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