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
10 Citations
The Halloween Effect : Evidence from Romania Dragos
  • 1
  • PDF
Malak Ehsan Kaddoura
  • Highly Influenced
  • PDF
The Halloween Indicator: Everywhere and All the Time
  • 12
  • PDF
Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets
  • 6
  • Highly Influenced
  • PDF
Are Monthly Seasonals Real? A Three Century Perspective
  • 71
  • PDF
The Halloween Effect in Multi-National Stock Markets

References

SHOWING 1-10 OF 10 REFERENCES
An analysis of day - ofthe - week effects in the Egyptian stock market
  • International Joumal of Business
  • 2004
An analysis of the Monday effect evidence from intemational
  • 1999
An analysis of the Monday effect evidence from intemational equity markets
  • Journal of Research in Finance
  • 1999
Caprta / lzing on the weekend effect
  • Journal of Portfolio Management
  • 1988