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DC Field | Value | Language |
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dc.contributor.author | Manpreet Kaur | - |
dc.date.accessioned | 2024-02-27T06:35:23Z | - |
dc.date.available | 2024-02-27T06:35:23Z | - |
dc.date.issued | 2011 | - |
dc.identifier.uri | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/8244 | - |
dc.description.abstract | The present study is an endeavour to investigate seasonal anomalies, if any, existing in stock returns in India. The daily closing prices of two indices- BSE 500 and SandP CNX 500 have been used to examine the presence of month-of-the-year and day-of-the-week effects in the Indian stock market. The reference period ranges from January 2002 to December 2009. The findings show presence of month-of-the-year effect but absence of day-of-the-week effect in Indian stock market. This indicates that the Indian stock market is not fully efficient yet. Its implication is that the existence of month-of-the-year effect may provide opportunities to formulate profitable trading strategies so as to earn the increased return that does not commensurate with the risk. | - |
dc.publisher | Indian Journal of Finance | - |
dc.title | Seasonal Anomalies in Stock Returns- Evidence from India | - |
dc.vol | Vol 5 | - |
dc.issued | No 5 | - |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
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Seasonal Anomalies In Stock Returns.pdf Restricted Access | 3.12 MB | Adobe PDF | View/Open Request a copy |
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