Calender effects on the nine economic sectors of the Johannesburg Stock Exchange
Calendar effects have been extensively researched in developed and emerging markets. Observing a number of these effects in one study is limited, especially in a South African context. This study investigates the day-of-the-week, January and pre-holiday effects in nine listed stock market indices of...
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| Format: | Others |
| Language: | en |
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2014
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| Online Access: | http://hdl.handle.net/10539/15125 |