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dc.contributor.author Lu, Xing
dc.contributor.author Patel, Neel
dc.date.accessioned 2021-06-23T19:17:21Z
dc.date.available 2021-06-23T19:17:21Z
dc.date.issued 2016-05
dc.identifier.uri https://hdl.handle.net/2022/26598
dc.description.abstract This research is the first to investigate the holiday anomaly in the Indian stock market, one of the largest stock markets in the world, during the financial crisis. This paper examines the presence of holiday effects in the Indian stock market, before and during the financial crisis. Our results indicate very strong post-holiday effects for most of the indices from the Bombay Stock Exchange. Furthermore, while the pre-holiday effect was completely missing, the post-holiday effect became even stronger during the financial crisis. en
dc.format.extent 8 pages
dc.format.mimetype PDF
dc.language.iso en en
dc.publisher Economics Bulletin en
dc.subject.lcsh Stock exchanges -- India
dc.title Festivity Anomaly in Indian Stock Market en
dc.type Article en


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