Huson Joher Ali Ahmed

DEAKIN UNIVERSITY

DR

75 Pigdons Road

Victoria, Victoria 3216

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

411

CITATIONS

0

Scholarly Papers (1)

1.

The Day of the Week, Turn of the Month and January Effect on Stock Market Volatility and Volume: Evidence from Bursa Malaysia

Number of pages: 16 Posted: 01 Oct 2009
Huson Joher Ali Ahmed and Ziaul Haque
DEAKIN UNIVERSITY and affiliation not provided to SSRN
Downloads 376 (58,620)

Abstract:

GARCH(1,1)-M, market calendar anomalies, volatility, MDH