Testing the monthly calendar anomaly of stock returns in Pakistan : a stochastic dominance approach
Year of publication: |
2019
|
---|---|
Authors: | Rashid, Abdul ; Kausar, Saba |
Published in: |
The Pakistan development review : PDR. - Islamabad : [Verlag nicht ermittelbar], ISSN 0030-9729, ZDB-ID 207554-4. - Vol. 58.2019, 1, p. 83-104
|
Subject: | Behavioural Finance | Stochastic Dominance Approach | Monthly Anomaly | January Effect | December Effect | Toy Anomaly | Abnormal Returns | KS Type Test | PSX | Kapitaleinkommen | Capital income | Pakistan | Börsenkurs | Share price | Kalendereffekt | Calendar effect | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process | Saisonale Schwankungen | Seasonal variations | Zeit | Time |
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