Feedback trading and the ramadan effect in frontier markets

Volume: 51, Pages: 101085
Published: Jan 1, 2020
Abstract
null null We examine the presence of the Ramadan effect in feedback trading drawing on a sample of eleven majority Muslim markets for the period of 29/6/2001 to 1/8/2016. Feedback trading is significant in several of these markets, appearing stronger outside, rather than within, Ramadan. These results hold for the full sample period, including before and after the global financial crisis raising the possibility that Ramadan’s widely documented...
Paper Details
Title
Feedback trading and the ramadan effect in frontier markets
Published Date
Jan 1, 2020
Volume
51
Pages
101085
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