3   Artículos

 
en línea
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... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
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... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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