The Halloween Effect Anomaly: Evidence from Some Arab Countries Equity Markets

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The Halloween Effect Anomaly: Evidence from Some Arab Countries Equity Markets

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dc.contributor.author Abu Zarour, Bashar en_US
dc.date.accessioned 2009-11-25T12:41:40Z
dc.date.available 2009-11-25T12:41:40Z
dc.date.issued 2007 en_US
dc.identifier.citation Studies of Business and Economics, 2007, Vol. 13, No. 1, Pages 68-76. en_US
dc.identifier.uri http://hdl.handle.net/10576/6858
dc.description.abstract This paper examines the existence of the Halloween effect for sorne Arab countries equity markets. The data set used in this study constitutes of daily stock prices for 9 Arab equity markets in the Middle East region. Following Bouman and Jacobsen (2002), we use regression analysis with dummy variables to test for the existence of the Halloween effect in some Arabisn equity rnarkets; which is equivalent to a simple mean test. A highly significant Halloween efect documented for 7 out of 9 Arabic equity mqrkets in the Middle East region even after adjustments have been made for January ffict. en_US
dc.language.iso en en_US
dc.publisher Qatar University en_US
dc.subject Arab Countries / Evidence en_US
dc.title The Halloween Effect Anomaly: Evidence from Some Arab Countries Equity Markets en_US
dc.type Article en_US
dc.identifier.pagination 68-76 en_US
dc.identifier.issue 1 en_US
dc.identifier.volume 13 en_US

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