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The monthly and trading month effects in Greek stock market returns: 1996-2002

Floros, Christos - In: Managerial Finance 34 (2008), pp. 453-464

Purpose -The paper aims to investigate the monthly and trading month effects in the stock market returns of the ASE using daily data before and after the crisis of 1999-2001. In addition, the study seeks to consider data from both periods of the ASE, before and after the upgrade of the market...

Persistent link: https://www.econbiz.de/10010757788

The influence of the political elections on the course of the Athens Stock Exchange 1996-2002

Floros, Christos - In: Managerial Finance 34 (2008), pp. 479-788

Purpose -The paper's aim is to examine the influence of the Greek political elections on the course of the Athens Stock Exchange (ASE). Using daily data from the ASE General Price Index, it seeks to empirically examine the effect of political elections (Parliamentary and European elections) on...

Persistent link: https://www.econbiz.de/10010757795

A nonparametric investigation of seasonality in US stock market cycle durations

Cochran, Steven J.; Mansur, Iqbal - In: Managerial Finance 29 (2003) 1, pp. 3-32

This study examines the durations of US stock market cycle expansions and contractions for the presence of seasonality … nonparametric rank‐based tests are used to test for the presence of seasonality. In order to provide some evidence on robustness … seasonality is much more limited. …

Persistent link: https://www.econbiz.de/10014939659

The monthly and trading month effects in Greek stock market returns: 1996‐2002

Floros, Christos - In: Managerial Finance 34 (2008) 7, pp. 453-464

Purpose – The paper aims to investigate the monthly and trading month effects in the stock market returns of the ASE using daily data before and after the crisis of 1999‐2001. In addition, the study seeks to consider data from both periods of the ASE, before and after the upgrade of the...

Persistent link: https://www.econbiz.de/10014940000

The influence of the political elections on the course of the Athens Stock Exchange 1996‐2002

Floros, Christos - In: Managerial Finance 34 (2008) 7, pp. 479-488

Purpose – The paper's aim is to examine the influence of the Greek political elections on the course of the Athens Stock Exchange (ASE). Using daily data from the ASE General Price Index, it seeks to empirically examine the effect of political elections (Parliamentary and European elections)...

Persistent link: https://www.econbiz.de/10014940002

Stock return seasonalities in low‐income African emerging markets

Felix Ayadi, O.; Dufrene, Uric B.; Chatterjee, Amitava - In: Managerial Finance 24 (1998) 3, pp. 22-33

environment of each, and computes monthly stock returns, testing them for seasonality. Finds evidence of the January effect only …

Persistent link: https://www.econbiz.de/10014940320

The Bombay Stock Exchange: seasonalities and investment opportunities

Ignatius, Roger - In: Managerial Finance 24 (1998) 3, pp. 52-61

Investigates whether the Bombay Stock Exchange behaves like an efficient market, or whether it displays a typical seasonal pattern. Takes mean daily returns between 1979 and 1990 to discover by regression that there is a December effect. Considers whether this is because of holidays, broker...

Persistent link: https://www.econbiz.de/10014940322

Interest rate sensitivity of US property/liability insurer stock returns

Park, Jin; Choi, B. Paul - In: Managerial Finance 37 (2011) February, pp. 134-150

Purpose – The purpose of this study is to investigate interest rate sensitivity of the US property/liability (P …

Persistent link: https://www.econbiz.de/10009275409

Corporate insurance market in the People’s Republic of China: some macro and micro perspectives

Zou, Hong - In: Managerial Finance 29 (2003) 5/6, pp. 65-81

preliminary empirical evidence regarding the property insuring behaviour of Chinese companies. I find that the level of property … property insurance appears to vary according to geographical location and industry sectors. However, foreign ownership does not … appear to have important influences on the managerial property insurance decisions in the Chinese corporate sector. The …

Persistent link: https://www.econbiz.de/10014939713

Interest rate sensitivity of US property/liability insurer stock returns

Park, Jin; Paul Choi, B. - In: Managerial Finance 37 (2011) 2, pp. 134-150

Purpose – The purpose of this study is to investigate interest rate sensitivity of the US property/liability (P …

Persistent link: https://www.econbiz.de/10014940153