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Seasonalities In Stock Markets


Seasonalities In Stock Markets
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Seasonal Stock Market Trends


Seasonal Stock Market Trends
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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.



Seasonalities In Stock Markets


Seasonalities In Stock Markets
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Author : George Drogalas
language : en
Publisher:
Release Date : 2014

Seasonalities In Stock Markets written by George Drogalas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.


Day of the week effect phenomenon is one of the most important calendar anomalies that have been observed in many stock markets in all over the world. This specific phenomenon has been observed and studied by many researchers for many years and as a consequence there are a lot of different results. The present paper aims at examining in a theory level the meaning, the boundaries and the effects of this phenomenon. First of all, we make a short introduction about the day of the week effect phenomenon in general. After that, we present two significant issues: on the one hand the distinction between perfect and imperfect markets, on the other hand the analysis of the efficient market hypothesis. Then we analyze some of the most important calendar anomalies, which have been observed in many stock markets in all over the world and its possible explanations. Finally we analyze more analytically, the day of the week effect phenomenon and its possible explanations.



Seasonalities In China S Stock Markets Cultural Or Structural


Seasonalities In China S Stock Markets Cultural Or Structural
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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


Seasonality In Stock Returns
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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.



Return Seasonality In The Major World Stock Markets


Return Seasonality In The Major World Stock Markets
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Author : Mark C. Kennard
language : en
Publisher:
Release Date : 1991

Return Seasonality In The Major World Stock Markets written by Mark C. Kennard and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Seasonal variations (Economics) categories.




Evidence For Seasonality And Changes In Seasonal Trends In Indian Stock Market


Evidence For Seasonality And Changes In Seasonal Trends In Indian Stock Market
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Author : Shilpa Lodha
language : en
Publisher:
Release Date : 2017

Evidence For Seasonality And Changes In Seasonal Trends In Indian Stock Market written by Shilpa Lodha and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.


Seasonality in stock markets is a regular and repetitive phenomenon occurring at some regular intervals of time, which may generate abnormal or excess returns. This paper explores the existence of seasonality in Indian stock market in four forms, namely, day-of-the-week effect, month-of-the-year effect, quarterly effects, and monthly effects. For this purpose, S&P CNX Nifty was taken as the sample. The daily closing, opening, high and low prices were collected from November 3, 1995 to May 31, 2013. ADF test was used for checking stationarity, whereas a dummy variable regression was used for testing seasonality. It was found that all the four effects are present in the Indian stock market. The returns of September, Monday, first quarter and first-half of the month were significantly different. Thus the existence of seasonality in Indian stock markets was proved. All the four effects tested for Nifty indicate that seasonality has changed over the years.



Further Evidence On Seasonality In International Stock Markets


Further Evidence On Seasonality In International Stock Markets
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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.




Seasonality In Common Stock Returns Evidence In China S Stock Markets


Seasonality In Common Stock Returns Evidence In China S Stock Markets
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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.




Seasonality In Stock Markets A Case Study Of Bse And Nse Indices


Seasonality In Stock Markets A Case Study Of Bse And Nse Indices
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Author : Shilpa Lodha
language : en
Publisher:
Release Date : 2017-07-29

Seasonality In Stock Markets A Case Study Of Bse And Nse Indices written by Shilpa Lodha and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-29 with categories.




Three Essays On Stock Market Seasonality


Three Essays On Stock Market Seasonality
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Author : Hyung-suk Choi
language : en
Publisher:
Release Date : 2008

Three Essays On Stock Market Seasonality written by Hyung-suk Choi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.