Further Evidence On Seasonality In International Stock Markets
DOWNLOAD
Download Further Evidence On Seasonality In International Stock Markets PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Further Evidence On Seasonality In International Stock Markets book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Further Evidence On Seasonality In International Stock Markets
DOWNLOAD
Author : Kean Shen (Alvin). Loh
language : en
Publisher:
Release Date : 1997
Further Evidence On Seasonality In International Stock Markets written by Kean Shen (Alvin). Loh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Stock price forecasting categories.
Further Evidence On Stock Return Seasonality In Asia Pacific Markets
DOWNLOAD
Author : Yan-ki Ho
language : en
Publisher:
Release Date : 1989
Further Evidence On Stock Return Seasonality In Asia Pacific Markets written by Yan-ki Ho and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Securities categories.
Stock Market Seasonality
DOWNLOAD
Author : Mustafa N. Gültekin
language : en
Publisher:
Release Date : 1983
Stock Market Seasonality written by Mustafa N. Gültekin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Seasonal variations (Economics) categories.
Stock Markets In The East Asian Economies
DOWNLOAD
Author : James Boon Bee Goh
language : en
Publisher:
Release Date : 1996
Stock Markets In The East Asian Economies written by James Boon Bee Goh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Stock exchanges categories.
Stock Market Seasonality And The Turn Of The Tax Year Effect
DOWNLOAD
Author : Mustafa N. Gültekin
language : en
Publisher:
Release Date : 1983
Stock Market Seasonality And The Turn Of The Tax Year Effect written by Mustafa N. Gültekin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Stocks categories.
Monday Effect And Stock Return Seasonality
DOWNLOAD
Author : Dr. Rengasamy Elango
language : en
Publisher:
Release Date : 2010
Monday Effect And Stock Return Seasonality written by Dr. Rengasamy Elango and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
This study investigates whether the anomalous 'weekend effect' found in many developed and developing markets around the world is also present in the rapidly emerging Indian equity market. We use the real-time data of three of the major indices of the National Stock Exchange of India (NSE) for 1999-2007 period. Standardizing the data, we apply a set of descriptive and inferential statistics on the above three indices. Our analysis produced mixed results indicating that the Monday returns are negative and low in the case of two out of three indices. The K-W test, which is a non-parametric test applied to examine whether the ranks of mean returns for each day of the week are equal, shows evidence of a statistically significant difference in the case of one sample index, CNX Samp;P Nifty Junior. The implication is that the weekend effect is present in small stocks. Dummy variable regression, which again examines the weekend effect shows that Monday returns are negative in one of the bench-mark indices, the NSE Samp;P Nifty confirming that the Indian Market is inefficient and could be exploited to maximize returns. Surprisingly, Wednesdays have yielded the highest mean returns across indices. However, volatility is also higher in these stocks. These findings offer interesting opportunities for individual investors and portfolio managers to place bid/ask orders in order to maximize their returns. However, due caution needs to be exercised while making the above decisions.
Seasonalities In China S Stock Markets Cultural Or Structural
DOWNLOAD
Author : Li L. Ong
language : en
Publisher: INTERNATIONAL MONETARY FUND
Release Date : 2006-01-01
Seasonalities In China S Stock Markets Cultural Or Structural written by Li L. Ong and has been published by INTERNATIONAL MONETARY FUND this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-01 with China categories.
In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the pricing of both A- and B-shares in China. There is some evidence of a February turn-of-the-year effect, partly owing to the timing of the Chinese Lunar New Year (CNY); and the holiday effect around the CNY period is stronger and more persistent compared with the other public holidays. The segmentation between the two markets is apparent in the day-of-the-week effect, where B stock markets tend to post significant negative returns on Tuesdays, corresponding with overnight developments in the United States, while significant negative returns are observed on Mondays in the A stock markets. Investment strategies based on some of these calendar anomalies, and allowing for transaction costs, suggest that the A stock markets tend to offer more economically significant returns.
Seasonality In Stock Returns
DOWNLOAD
Author : Mostafa Seif
language : en
Publisher:
Release Date : 2019
Seasonality In Stock Returns written by Mostafa Seif and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
Despite an extensive number of studies documenting evidence of seasonal anomalies in developed markets, only a few studies have comprehensively examined these anomalies within emerging markets. Testing the robustness of seasonal anomalies in emerging markets would first, help to examine the theoretical explanations that have been proposed and second, provide an out-of-sample result for these seasonality anomalies. This study examines the efficiency of advanced emerging markets by testing five seasonal anomalies: the month of the year, other January, day-of-the-week, holiday, and week 44. Evidence is reported that is consistent with all of these seasonal anomalies with the exception of the other January effect; supporting the argument that advanced emerging markets are less than perfectly efficient.
Seasonal Stock Market Trends
DOWNLOAD
Author : Jay Kaeppel
language : en
Publisher: John Wiley & Sons
Release Date : 2008-12-22
Seasonal Stock Market Trends written by Jay Kaeppel and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Business & Economics categories.
There is a seasonal bias to the stock market, and by paying attention to the seasonal market tendencies you can gain an edge in the stock market over the long haul. Seasonality offers a practical approach to investing and trading. What better way to learn how to employ seasonal systems than learning from Jay Kaeppel, a master in the analysis of seasonal trends? Kaeppel walks you through this phenomenon that continues to work consistently, providing you with his ultimate seasonal index to make the calendar work for you. Stock Market Seasonals provides a never-before-seen definitive guide that illustrates how to utilize a combination of four basic seasonal tendencies in order to maximize returns.
Seasonality In Common Stock Returns Evidence In China S Stock Markets
DOWNLOAD
Author : Qian Hu
language : en
Publisher:
Release Date : 2006
Seasonality In Common Stock Returns Evidence In China S Stock Markets written by Qian Hu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.