We examined the presence of January effect in international stock returns for the recent time
period, January 1997 to December 2014. Our results provide conclusive evidence that …

The purpose of the current research is to test the efficient market hypothesis keeping in view
the January effect for developed economies, namely the United Kingdom. By incorporating …

The purpose of this study is to examined the anomalies on the efficient capital market.
However, research that combines January Effect, the day of the week Effect, and size Effect …

This paper examines existence of January effect in Dhaka Stock Exchange (DSE) in
Bangladesh. Regression model combined with dummy variables and monthly DSE All …

Investors look for opportunities to increase returns and therefore apply different trade
strategies. One of the options is to make use of market anomalies. Purpose of this paper is to …

Using a Markov regime switching model, this article presents evidence of the well-known
January effect on stock returns. The specification allows a distinction to be drawn between …

Purpose The purpose of this paper is to ascertain the monthly seasonality in the Indian stock
market after taking into consideration the market features of leptokurtosis, volatility clustering …

Abstract [eng] The purpose of this study is to analyze and compare the trends in the
expression of the month effect in the Nasdaq Baltic and Nasdaq Nordic stock markets, as …

This analysis investigates the influence of the timing of the Lunar New Year on the January
effect for the Vietnam stock market. The data selected for this study is a weekly series of the …

La toma de decisiones del inversor suele estar basada en un análisis previo, aunque su
estado de ánimo puede estar afectado por múltiples motivos. El objetivo de este trabajo es …