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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Main Authors: | Aguinaldo, Richard G., Lindo, Joshua Ruben M., Osit, Calvin V., Taliano, Thaddeus Darius V. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2013
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Subjects: | |
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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