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Seasonality in the Vietnam stock index

Friday, H. S.; Hoang, Nhung - In: The international journal of business and finance … 9 (2015) 1, pp. 103-112

Persistent link: https://www.econbiz.de/10010515378

The effectiveness of seasonal investments in European Share Portfolios

Heidorn, Thomas; Maier, F.; Winker, M. - 2017

In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …

Persistent link: https://www.econbiz.de/10011600224

The effectiveness of seasonal investments in European Share Portfolios

Heidorn, Thomas; Maier, F.; Winker, M. - 2017

In this paper, calendar seasonality patterns are examined from day-of-the-week effect across weekly patterns, monthly …

Persistent link: https://www.econbiz.de/10011592704

A Seasonality Factor in Asset Allocation

McGroarty, Frank - 2019

Motivated by the seasonality found in equity returns, we create a Turn-of-the-Month (ToM) allocation strategy in the U …

Persistent link: https://www.econbiz.de/10012897814

Calendar anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...

Persistent link: https://www.econbiz.de/10011467782

Calendar Anomalies in the Ukrainian Stock Market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to...

Persistent link: https://www.econbiz.de/10011480460