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المؤلفAbu Zarour, Bashar
تاريخ الإتاحة2009-11-25T12:41:40Z
تاريخ النشر2007-03
اسم المنشورStudies in Business and Economics
الاقتباسStudies in Business and Economics, 2007, Vol. 13, No. 1, Pages 68-76.
معرّف المصادر الموحدhttp://hdl.handle.net/10576/6858
الملخصThis 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.
اللغةen
الناشرQatar University
الموضوعArab Countries / Evidence
العنوانThe Halloween Effect Anomaly: Evidence from Some Arab Countries Equity Markets
النوعArticle
الصفحات68-76
رقم العدد1
رقم المجلد13
dc.accessType Open Access


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عرض بسيط للتسجيلة