Exploring the Effect of Fasting Month of Ramadan on Tehran Stock Exchange (TSE)
The purpose of this research is to examine the existence of seasonality in the stock market return, its volatility and trading amount associated with moving calendar events such as the holy month of Ramadan using a GARCH specification and data for the Tehran Stock Exchange (TSE) from April 1998 to J...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Imam Sadiq University
2012-10-01
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| Series: | تحقیقات مالی اسلامی (پیوسته) |
| Subjects: | |
| Online Access: | http://ifr.journals.isu.ac.ir/article_1536_f7e787e0b62a3ed325bd852c39cabcb8.pdf |