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Peter Arendas and Jana Kotlebova
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 t...
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Prakash Pinto, Shakila Bolar, Iqbal Thonse Hawaldar, Aleyamma George and Abdelrhman Meero
One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of holiday effects...
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Iqbal Thonse Hawaldar,Shakila B.,Prakash Pinto
Pág. 426 - 436
In financial literature we find numerous studies examining the presence of diverse types of calendar anomalies in different stock exchanges of the world. The current paper aims to investigate the month of the year effect in randomly selected ten companie...
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Peter Arendas, Viera Malacka and Maria Schwarzova
The Halloween effect is one of the most famous calendar anomalies. It is based on the observation that stock returns tend to perform much better over the winter half of the year (November?April) than over the summer half of the year (May?October). The va...
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