Corpus ID: 56330777

The Halloween Effect Anomaly : Evidence from Some Arab Countries Equity Markets

@inproceedings{ZAROTR2007TheHE,
  title={The Halloween Effect Anomaly : Evidence from Some Arab Countries Equity Markets},
  author={BASHARABU ZAROTR},
  year={2007}
}

• BASHARABU ZAROTR
• Published 2007

This paper examines the existence of the Halloween effect for sorne Arab countries equity markets. The data set used in this study constitutes of daily stock prices for 9 Arab equity markets in the Middle East region. Following Bouman and Jacobsen (2002), we use regression analysis with dummy variables to testfor the existence of the Halloween effect in some Arabisn equity rnarkets; which is equivalent to a simple mean test. A highly significant Halloween efect documentedfor 7 out of 9 Arabic… Expand

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