The Day-of-the-week Effect of Ramadan and Non-Ramadan: Evidence from the Indonesia Stock Indices

碩士 === 國立勤益科技大學 === 工業工程與管理系 === 106 === This study examines the day-of-the-week effect for the Jakarta Islam Index (JII) and Jakarta Composite Index (JCI) during the Ramadan and non-Ramadan. The study period is from July 3, 2000 to July 31, 2017. For robustness tests, the full period is divided in...

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Bibliographic Details
Main Authors: Xiu-Hao Liu, 劉修豪
Other Authors: Mei-Chu Ke
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/5g4ega