Showing 1 - 10 of 8,846
In this paper, we examine the January effect in China’s A-share stock market from January 1995 to December 2019 using …-of-the-year effect in China. Instead, the turn-of-the-year effect in trading volume and buy orders help to explain the strong lunar …
Persistent link: https://www.econbiz.de/10014236909
Persistent link: https://www.econbiz.de/10014240207
Persistent link: https://www.econbiz.de/10012602945
Persistent link: https://www.econbiz.de/10011436607
Persistent link: https://www.econbiz.de/10011439651
In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate how the day-of-the-week (DOW) effect behaves under different bull and bear market conditions in African stock markets, and to examine the likelihood of being in a bull or bear regime for each market....
Persistent link: https://www.econbiz.de/10012120266
Persistent link: https://www.econbiz.de/10015080824
Persistent link: https://www.econbiz.de/10011631091
The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn of the month effect, it records significantly higher returns during a relatively short time period around the end of the old month and the beginning of the new one, than during...
Persistent link: https://www.econbiz.de/10012150530
Persistent link: https://www.econbiz.de/10014583090