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dc.contributor.authorManpreet Kaur-
dc.date.accessioned2024-02-27T06:35:23Z-
dc.date.available2024-02-27T06:35:23Z-
dc.date.issued2011-
dc.identifier.urihttp://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/8244-
dc.description.abstractThe 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.publisherIndian Journal of Finance-
dc.titleSeasonal Anomalies in Stock Returns- Evidence from India-
dc.volVol 5-
dc.issuedNo 5-
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