anomalies in asian stock market

Clicks: 221
ID: 145325
2008
Free PDF
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Popular

Ranked #15 of 42 articles by views in ACS sensors

Most read Least read

Bar heights use a square-root scale.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Sign in to mint
Abstract
Anomaly phenomena in many stock markets show various results achieved by each researcher. The various results very much depend on time and method used. Most of Asian Stock Market is emerging market. The objective in this research are to know market anomalies, especially those of weekend effect, turn of the month effect, and turn of the yeareffect, in Asian stock markets region. The analysis methods to test for market anomalies are GARCH and AAIOVA. The result in this research is: anomalies that happen on weekend effect and turn of the month effect. Anomalies on the turn of the year effect in this research show no significant result. Anomaly will occur in several condition, in weekend and early of the week, turn of and first the month. Anomaly will happen also in several event, such as; independent and religious day. Key words : Emerging market, GARCH, ANOVA, market anomaly, weekend effect, turn of the month effect, and turn of the year effect.
Reference Key
,2008mediaanomalies Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Kamaludini ,
Journal ACS sensors
Year 2008
DOI
10.25105/mraai.v8i2.978
URL
http://www.trijurnal.lemlit.trisakti.ac.id/index.php/mraai/article/view/978
Keywords
Accounting bookkeeping

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.