A study on religious and secular holiday effect: evidence from Malaysian stock market

This paper investigates the presence of holiday effect in the Malaysian stock market by comparing daily stock returns on the trading day around holiday period with the daily stock returns on normal trading days. To examine the holiday effect more specifically, the public holidays in Malaysia are cat...

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Bibliographic Details
Main Author:	Loh, Hui San
Format:	Thesis
Language:	English English
Published:	2013
Subjects:	HG Finance
Online Access:	https://etd.uum.edu.my/5143/1/s812356.pdf https://etd.uum.edu.my/5143/2/s812356_abstract.pdf https://etd.uum.edu.my/5143/
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