Record Details

Stock returns and Friday the 13th effect in five African countries

African Review of Economics and Finance

View Archive Info
 
 
Field Value
 
Title Stock returns and Friday the 13th effect in five African countries
 
Creator Botha, F
 
Subject Friday the 13th, stock returns, anomalies, Africa
 
Description 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
 
Publisher Rhodes University
 
Contributor —
 
Date 2013-07-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://www.ajol.info/index.php/aref/article/view/91060
 
Source African Review of Economics and Finance; Vol 4, No 2 (2013); 247-253
2042-1478
 
Language eng
 
Relation https://www.ajol.info/index.php/aref/article/view/91060/80495
 
Rights To assure the integrity, dissemination, and protection against copyright infringement of published articles, you will be asked to assign us, via a Publishing Agreement, the copyright in your article. Your Article is defined as the final, definitive, and citable Version of Record, and includes: (a) the accepted manuscript in its final form, including the abstract, text, bibliography, and all accompanying tables, illustrations, data; and (b) any supplemental material. Our Publishing Agreement with you will constitute the entire agreement and the sole understanding between you and us; no amendment, addendum, or other communication will be taken into account when interpreting your and our rights and obligations under this Agreement.