Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model (Q5078426)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7530890
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model |
scientific article; zbMATH DE number 7530890 |
Statements
Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model (English)
0 references
23 May 2022
0 references
day-of-the-week effect
0 references
month-of-the-year effect
0 references
Malaysian finance stocks
0 references
weak form efficiency
0 references
0 references
