Wuthisatian, Rattaphon - In: Journal of Economic Studies 49 (2021) 3, pp. 422-434
Purpose: The study examines the existence of calendar anomalies, including the day-of-the-week (DOW) effect and the January effect, in the Stock Exchange of Thailand. Design/methodology/approach: Using daily stock returns from March 2014 to March 2019, the study performs regression analysis to...