This paper examines whether the 'January anomaly' or 'seasonality of monthly returns' found in several advanced markets is also found in the fast developing Indian markets. Any anomaly, which includes January anomaly or effect, would enable the investors and speculators to gain abnormal returns....

The present study examines the association, if any, between the market beta (β) and the risk-return pattern of selected companies in one of the Gulf Markets, the Muscat Securities Market. A sample of thirty companies was drawn applying suitable sampling methods. Market Beta (β) was computed...