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Author Abu Zarour, Basharen_US
Available date 2009-11-25T12:41:40Zen_US
Publication Date 2007en_US
Publication Name Studies of Business and Economics
Citation Studies of Business and Economics, 2007, Vol. 13, No. 1, Pages 68-76.en_US
URI http://hdl.handle.net/10576/6858en_US
Abstract This paper examines the existence of the Halloween effect for some 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 Arabian equity markets; which is equivalent to a simple mean test. A highly significant Halloween effect documented for 7 out of 9 Arabic equity markets in the Middle East region even after adjustments have been made for January effect.en_US
Language enen_US
Publisher Qatar Universityen_US
Subject Arab Countries / Evidenceen_US
Title The Halloween Effect Anomaly: Evidence from Some Arab Countries Equity Marketsen_US
Type Articleen_US
Pagination 68-76en_US
Issue Number 1en_US
Volume Number 13en_US


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