id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-525	Tangjitprom, Nopphon	Preholiday returns and volatility in the Thai stock market	2011	14	.pdf	application/pdf	5045	314	55	Therefore, the long holiday period will lead to higher abnormal preholiday returns that come with higher volatility. The lags of stock returns are included in the mean equation to account for possible autocorrelation.	cache/ajfa-525.pdf	txt/ajfa-525.txt