Stock returns and Friday the 13th effect in five African countries
Keywords:
Friday the 13th, stock returns, anomalies, Africa
Abstract
This study is concerned with Friday the 13th and daily stock market returns in five African countries. Using the MSCI Global Equity Indices during various periods, the evidence overwhelmingly suggests that there is no Friday the 13th effect. Keywords: Friday the 13th, stock returns, anomalies, Africa
Published
2013-07-22
Issue
Section
Articles
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