Presence of the turn-of-the-month effect in selected Asian stock markets from 2001-2010

Efficient market hypothesis (EMH) has always been challenged with new evidences of calendar anomalies in the stock market. This paper examines the existence of the turn-of-the-month (TOM) effect in the selected Asian stock markets namely, Hang Seng index of Hong Kong, Nikkei 225 index of Japan, SSE...

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Bibliographic Details
Main Authors: Aguinaldo, Richard G., Lindo, Joshua Ruben M., Osit, Calvin V., Taliano, Thaddeus Darius V.
Format: text
Language:English
Published: Animo Repository 2013
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Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18401
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Institution: De La Salle University
Language: English

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