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dc.contributor.authorAndrikopoulos, Panagiotis
dc.contributor.authorCui, Yueting
dc.contributor.authorKallinterakis, Vasileios
dc.contributor.authorGad, Samar
dc.date.accessioned2019-08-29T13:32:36Z
dc.date.available2019-08-29T13:32:36Z
dc.date.issued2019-08-12
dc.identifier.citationAndrikopoulos, P., Cui, Y., Gad, S. and Kallinterakis, V. (2019) Feedback Trading and the Ramadan Effect in Frontier Markets. Research in International Business and Finance, 51, 101085.en
dc.identifier.urihttps://www.dora.dmu.ac.uk/handle/2086/18370
dc.descriptionThe file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.en
dc.description.abstractWe 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 lower volatility is related to the reduced presence of feedback trading during that month. We attribute our findings to Ramadan’s traditionally documented low volumes rendering feedback trading less feasible during that month.en
dc.language.isoenen
dc.publisherElsevieren
dc.subjectFeedback tradingen
dc.subjectRamadan effecten
dc.subjectFrontier marketsen
dc.titleFeedback trading and the ramadan effect in frontier marketsen
dc.typeArticleen
dc.identifier.doihttps://doi.org/10.1016/j.ribaf.2019.101085
dc.peerreviewedYesen
dc.funderNo external funderen
dc.cclicenceCC-BY-NC-NDen
dc.date.acceptance2019-08-11
dc.researchinstituteFinance and Banking Research Group (FiBRe)en


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