Seasonality in stock returns and volatility: The Ramadan effect

Research in International Business and Finance - Tập 19 Số 3 - Trang 374-383 - 2005
Fazal Jawad Seyyed1, Abraham Abraham1, Mohsen Al-Hajji1
1Department of Finance and Economics, King Fahd University of Petroleum & Minerals, P.O. Box 479, Dhahran 31261, Saudi Arabia

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