Open AccessAnomalies in Asia Pacific Stock Markets: A Re-Examination of the Turn-of-the-Year Effect
Author(s) -
Quang Thien Tran,
Nhan Huynh
Publication year - 2022
Publication title -
asian journal of economic modelling
Language(s) - English
Resource type - Journals
eISSN - 2313-2884
pISSN - 2312-3656
DOI - 10.55493/5009.v10i3.4522
Subject(s) - economics , ordinary least squares , volatility (finance) , stock market , stock (firearms) , leverage (statistics) , emerging markets , heteroscedasticity , financial crisis , financial economics , capital market , efficient market hypothesis , monetary economics , econometrics , stock market bubble , autoregressive model , macroeconomics , geography , finance , statistics , mathematics , context (archaeology) , archaeology