2022
DOI: 10.47191/afmj/v7i10.02
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The The Existence and Development of the Holiday Effect on the Nepalese Stock Market

Abstract: This paper examines the holiday effect on the Nepalese stock market over an 11-year period. A regression-based approach has been used to ascertain the presence of holiday effect in the Nepalese market. The 11-year data has also been divided into 2 subgroups of 5 years and 6 years to study how the holiday effect has changed over time. The pre-holiday effect could not be identified, but this study has revealed a negative post-holiday effect with increasing intensity dependent on consecutive holidays during the f… Show more

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