Testing the monthly calendar anomaly of stock returns in Pakistan : a stochastic dominance approach
Year of publication: |
2019
|
---|---|
Authors: | Rashid, Abdul ; Kausar, Saba |
Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 58.2019, 1, p. 83-104
|
Subject: | Behavioural Finance | Stochastic Dominance Approach | Monthly Anomaly | January Effect | December Effect | Toy Anomaly | Abnormal Returns | KS Type Test | PSX | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Pakistan | Saisonale Schwankungen | Seasonal variations | Stochastischer Prozess | Stochastic process | Kalendereffekt | Calendar effect | Zeit | Time |
-
The January effect anomaly reexamined in stock returns
Patel, Jayen B., (2016)
-
Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria, (2016)
-
Calendar anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria, (2016)
- More ...
-
Financial conservatism and shareholders' value
Yasmin, Ammara, (2023)
-
Working capital management effects on investment-cash flow sensitivity
Rashid, Abdul, (2020)
-
Kausar, Saba, (2023)
- More ...