Investigating the Month of the Year effect in
Gas, Oil and Refineries Sectors-Evidence
from Indian Stock Market

Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/10350

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DC Field	Value	Language
dc.contributor.author	Sathya Swaroop Debasish	-
dc.date.accessioned	2024-02-27T07:28:33Z	-
dc.date.available	2024-02-27T07:28:33Z	-
dc.date.issued	2013	-
dc.identifier.uri	http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/10350	-
dc.description.abstract	The primary objective of the study is to investigate the existence of seasonality in stock price behavior in Indian stock market and more specifically in the Gas, Oil and Refineries sector. The period of the study is from 1st January 2006 to 31st December 20 I 0. For the purpose of analysis, the study has employed daily price series that have been obtained from the official website of National Stock Exchange (NSE). The daily price series of selected eight Gas, Oil and Refineries companies were selected for this study, and used multiple regression technique to examine the significance of the regression coefficient for investigating month of the year effects. It is found that all the eight selected Gas, Oil and Refineries companies evidenced month of the year effect and mostly either on September, August or February. Only GAIL, and HPCL evidenced significant October and July effects	-
dc.publisher	Gitam Journal of Management	-
dc.title	Investigating the Month of the Year effect in Gas, Oil and Refineries Sectors-Evidence from Indian Stock Market	-
dc.vol	Vol 11	-
dc.issued	No 2	-
Appears in Collections:	Articles to be qced

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