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학술저널

THE JANUARY EFFECT ON THE MOVE: EVIDENCE FROM INTERNATIONAL STOCK MARKETS

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This study examines seasonality in value vs. growth portfolio returns for 15 stock markets. This study finds that seasonal effects tend to be decreasing over time and that seasonality in high book-to-market portfolios tends to correspond with seasonality in overall market returns. A turn-of-the-year effect is also documented in that the first and/or last month of the year plays a significant role in seasonality, and that the mean returns for those months are always positive. These results suggest that rallies surrounding the turn of the year are nearly ubiquitous in the presence of seasonal returns.

Abstract

INTRODUCTION

LITERATURE REVIEW

DATA AND METHODOLOGY

EMPIRICAL FINDINGS

CONCLUSION

REFERENCES

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