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The month-of-the-year effect in the European, American, Australian and Asian markets
Couto, Gualter; Pimentel, Pedro; Barbosa, Catarina; … - In: Economies : open access journal 9 (2021) 4, pp. 1-14
monthly excess return in winter and spring, while the pre-dotcom-bubble period had a better performance than the post-dotcom-bubble … period. In the global post-dotcom-bubble period, there is statistical evidence for 1.60% and 1% lower average monthly returns … literature. The dotcom bubble seems to be responsible for the January effect differing from what might otherwise have been …
Persistent link: https://www.econbiz.de/10012799868
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Calender anomalies in the Ukrainian stock market
Caporale, Guglielmo Maria; Plastun, Alex - In: Investment management and financial innovations 14 (2017) 1, pp. 104-114
Persistent link: https://www.econbiz.de/10011816244
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International new venture legitimation: An exploratory study
Turcan, Romeo V. - In: Administrative Sciences 3 (2013) 4, pp. 237-265
internationalized and struggled for survival during the dotcom era. Grounded in data, this study corroborates a number of legitimation …
Persistent link: https://www.econbiz.de/10012611861
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International new venture legitimation : an exploratory study
Turcan, Romeo V. - In: Administrative Sciences : open access journal 3 (2013) 4, pp. 237-265
internationalized and struggled for survival during the dotcom era. Grounded in data, this study corroborates a number of legitimation …
Persistent link: https://www.econbiz.de/10012013971
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Calendar effects in stock markets of India and China : an empirical analysis of month-of-the-year effect
Purohit, Harsh; Tyagi, Parul - In: Business analyst : a refereed journal of Shri Ram … 36 (2015) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10011532999
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An examination of the month-of-the-year effect at Damascus securities exchange
Mouselli, Sulaiman; Al Samman, Hazem - In: International journal of economics and financial issues … 6 (2016) 2, pp. 573-577
Persistent link: https://www.econbiz.de/10011697044
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Calendar return seasonality across sectors, sizes and styles - evidence from the Indian equity markets
Mohanty, Subhransu S. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 3, pp. 317-335
Persistent link: https://www.econbiz.de/10011936345
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Month-of-the-year effect : empirical evidence from Indian stock market
Elangovan, Rajesh; Irudayasamy, Francis Gnanasekar; … - In: Asia Pacific financial markets 29 (2022) 3, pp. 449-476
Persistent link: https://www.econbiz.de/10013397536
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COVID-19 and seasonality in monthly returns : a firm level analysis of PSX
Naz, Farah; Lutfullah, Tooba; Zahra, Kanwal - In: Zagreb international review of economics & business 27 (2024) 1, pp. 201-229
Persistent link: https://www.econbiz.de/10015080824
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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 analysis and whole-year seasonal strategies such as Sell in May and Halloween effect. The analysis is done across six indices, DAX, MDAX, SDAX, Eurostoxx 50, Stoxx Europe Mid 200...
Persistent link: https://www.econbiz.de/10011600224