Download or read book A Monthly Effect in Stock Returns written by Robert A. Ariel and published by . This book was released on 1984 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Monthly Effect in Stock Returns written by Ariel A and published by Hardpress Publishing. This book was released on 2013-12 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike some other reproductions of classic texts (1) We have not used OCR(Optical Character Recognition), as this leads to bad quality books with introduced typos. (2) In books where there are images such as portraits, maps, sketches etc We have endeavoured to keep the quality of these images, so they represent accurately the original artefact. Although occasionally there may be certain imperfections with these old texts, we feel they deserve to be made available for future generations to enjoy.
Download or read book A Monthly Effect in Stock Returns written by Robert A. Ariel and published by Palala Press. This book was released on 2018-03-03 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Download or read book A Monthly Effect in Stock Returns Classic Reprint written by Robert An. Ariel and published by Forgotten Books. This book was released on 2018-02-24 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from A Monthly Effect in Stock Returns Third, a number of stock market advisors claim that a monthly pattern exists.2 These advisors urge their clients to make anticipated purchases before the start of calendar months, and to postpone planned sales until after the middle of the month to capture the unusually high returns that accrue in the early days of calendar months. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Download or read book A Monthly Effect in Stock Returns written by Benjamin Pham and published by . This book was released on 2005 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines whether the monthly effect continues to exist in the CRSP equally-weighted and value-weighted stock market indices. I also examine for the monthly effect in the TSX/S&P Composite index. More recent evidence indicates that the monthly anomaly has weakened in the CRSP equally-weighted and value-weighted indices but a turn-of-month effect has appeared. I also find the turn-of-the month effect in the TSX/S&P Composite index for time period 1977-2002. These conclusions indicate that a trading strategy could be developed by switching between the stock market index and a cash bearing account during the turn-of-the- month in the U.S. and Canadian marketplace.
Download or read book A Further Empirical Investigation of the Monthly Effect and the Weekend Effect in Stock Returns written by Kartono Liano and published by . This book was released on 1989 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Incredible January Effect written by Robert A. Haugen and published by McGraw-Hill Professional Publishing. This book was released on 1987 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Incredible January Effect digs into one of the mysteries of the stock market--that for decades, certain kinds of securities have been producing unaccountably high returns during the first month of the year. Enlightening and highly useful.
Download or read book An Empirical Analysis of Calendar Anomalies in Stock Returns Evidence from India written by Dr. Sitaram Pandey and published by Book Rivers. This book was released on 2022-03-09 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The effect of weather on stock returns A comparison between emerging and developed markets written by Irina Prodan and published by Anchor Academic Publishing (aap_verlag). This book was released on 2013-06-01 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: One renowned and frequently researched anomaly over the last two decades is the weather effect, more precisely, the impact of weather on stock market returns. The extensive literature on the weather effect fails to converge towards a unique, systematic and robust relationship between the weather, and the stock market. Therefore, the aim of this paper is to explain the contradictory results in the literature by testing whether stock prices are affected by the weather in a significantly different manner depending on the level of market development, and explaining how this difference behaves over time. In order to test for this, city-by-city, pooled and binary regressions are employed using data of 10 developed, and 10 emerging countries over the period 1996-2011 by using two different means of seasonal adjustment.
Download or read book The Effect of Monetary Policy on Monthly and Quarterly Stock Market Returns written by J. Benson Durham and published by . This book was released on 2001 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Intra month Effect on Stock Returns in Hong Kong Malaysia Singapore and Taiwan written by Hsiao Nee Chang and published by . This book was released on 1990 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stock Market Anomalies written by Elroy Dimson and published by CUP Archive. This book was released on 1988-03-17 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Effects in Aggregate and Disaggegate Stock Returns written by Woo-Tag Choi and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the turn-of-the-month (TOM) and the first-half-of-the-month (FH) effects on aggregate and disaggregate stock returns in the United States. We employ an OLS regression model with a dummy variable to investigate significance of both monthly effects. We find that both monthly effects exist in the CRSP value-and equally-weighted market indexes and in value- and equally-weighted disaggregate portfolios sorted by industry, size, book-to-market equity, size and book-to-market equity. In addition, we observe that when the size of a firm increases, the monthly effects weaken in both aggregate and disaggregate stock returns. The relationship between the monthly effects and the book-to-market ratio is mixed depending on the size of a firm.
Download or read book Stock Returns Inflation and the Firm Size Effect written by Mingshen Chen and published by . This book was released on 1992 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Significance of the Turn of the Month Effect written by Naveen Gopal and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study examines the significance of the monthly anomaly in stock returns known as the "turn-of-the-month" effect and the monthly in CRSP equal and value-weighted indices, and in the S & P/TSX Composite index. Furthermore, I analyze the CRSP equal and value-weighted indices to determine whether excess returns can be generated from exploiting the turn-of-the month or first-half anomalies. I find returns around the turn of the month,are significantly different from returns from the remainder of the month in both CRSP indices as well as in the S & P/TSX Composite index. Additionally, while excess returns can be generated from switching strategies using the turn-of-the-month and the first-half of the month in the CRSP value-weighted index, the same is not true for the equal-weighted index. However,statistical analysis reveals that in both indices, the turn of the month and first-half of the month strategies generate superior risk-adjusted returns while providing diversification benefits.
Download or read book Real Stock Returns written by Prasad V. Bidarkota and published by . This book was released on 1997 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Lottery Mindset Investors Gambling and the Stock Market written by W. Fong and published by Springer. This book was released on 2014-12-07 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial markets are growing in complexity, and there is an increased risk that investors are led to investment products and strategies they do not fully understand. The crisis-ridden decade of the 2000s is a stark reminder of how poorly managed finances can wreak havoc on household finances. Traditional finance assumes that all investors are risk-averse and require a risk premium from investing in risky assets such as stocks. However, recent developments in behavioural finance show that many individual investors often adopt strategies that lead to serious investment missteps, including over-investing in lottery-type stocks and securities. Lottery-type securities in fact attract investors who may be risk-seeking or are strongly influenced by cognitive biases ranging from overconfidence to being over-optimistic about future investment returns, especially during periods of high sentiment. Drawing on existing and new research, The Lottery Mindset summarizes the behavioural motivations and detrimental impact of investment strategies which are popular with individual investors. Wai-Mun Fong provides insight and guidance on behavioural biases, and successful investment. By both reviewing and contributing to exiting literature on this topic, this book will be of use to academics and general readers alike.
