Record Details

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

African Review of Economics and Finance

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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
 
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