Stock returns around nontrading periods: evidence from an emerging market
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DOI: 10.1080/09603107.2011.583214
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References listed on IDEAS
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- Harshita & Shveta Singh & Surendra S. Yadav, 2019. "Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 35-58, April.
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Keywords
day of the week effect; holiday effect; calendar anomalies; market efficiency; nontrading period; session returns;All these keywords.
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