Stefanescu, Razvan; Dumitriu, Ramona - 2023
possibility of enlargement of the time interval specific to the January Effect on London Stock Exchange. We investigate the … December and the first half of February. In this investigation we employ closing values of five indexes from London Stock … Exchange for two periods: January 1998 – December 2010 and January 2011 – February 2023. We found high abnormal returns on two …