Browsing Economic and Management Sciences by Subject "January effect"

Browsing Economic and Management Sciences by Subject "January effect"

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  • Historical evolution of monthly anomalies in international stock markets 
    Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2020-04)
    This paper is a comprehensive investigation of the evolution of various monthly anomalies (January effect, December effect, and the Mark Twain effect) in the US stock market for its entire history. This is done using various ...