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Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/6177
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dc.contributor.authorShakila B.-
dc.contributor.authorPrakash Pinto-
dc.date.accessioned2024-02-27T05:54:41Z-
dc.date.available2024-02-27T05:54:41Z-
dc.date.issued2015-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/6177-
dc.description.abstractAnomalous behaviour of stock returns at different calendar points has been widely researched area in the financial literature. Considerable studies in India and abroad do cumented the existence of calendar anomalies in the stock returns. India one of the emerging economies of the world has witnesed tremendous revolution in information technology and continuous reforms in stock market has made an investor believe that that Indian stock markets are informationally efficient.-
dc.publisherUdyog Pragati-
dc.titleRe-Visiting Calendar Anomalies in Indian Stock Market- Empirical Evidence of Monthly Pattern from CNX Pharma Index-
dc.volVol. 39-
dc.issuedNo. 3-
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