Calendar anomalies in stock market returns: Evidence from Middle East countries
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DOI: 10.1016/j.iref.2023.07.013
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- Sama Haddad, 2023. "Global Financial Market Integration: A Literature Survey," JRFM, MDPI, vol. 16(12), pages 1-27, November.
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More about this item
Keywords
Calendar anomalies; Efficient market hypothesis; Emerging stock markets; Middle East stock markets; GJR-GARCH;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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