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Applied Economics Letters Volume 6, 1999 - Issue 2
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Original Articles

A new time-of-the-month anomaly in stock index returns

THEODOR KOHERS
&
JAYEN B. PATEL
Pages 115-120 | Published online: 06 Oct 2010

Citations (13)

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Read on this site (2)

Khalil Jebran & Shihua Chen. (2017) Examining anomalies in Islamic equity market of Pakistan. Journal of Sustainable Finance & Investment 7:3, pages 275-289.
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John E. Burnett. (2017) Liquidity and investor confidence in the turn-of-the-month regularity. Applied Economics Letters 24:4, pages 273-278.
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Articles from other publishers (11)

Ramona Dumitriu & Razvan Stefanescu. (2023) Stock Returns on US Capital Market During the First Half of February. SSRN Electronic Journal.
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Mahmoud Qadan, Doron Nisani & Ron Eichel. (2022) Irregularities in forward-looking volatility. The Quarterly Review of Economics and Finance 86, pages 489-501.
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Muhammad Sarmad Irtiza, Shahbaz Khan, Nida Baig, Syed Muhammad Ali Tirmizi & Ilyas Ahmad. (2021) The turn-of-the-month effect in Pakistani stock market. Future Business Journal 7:1.
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Mahmoud Qadan, David Y. Aharon & Ron Eichel. (2019) Seasonal patterns and calendar anomalies in the commodity market for natural resources. Resources Policy 63, pages 101435.
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Tamir Levy & Joseph Yagil. (2012) The week-of-the-year effect: Evidence from around the globe. Journal of Banking & Finance 36:7, pages 1963-1974.
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Cemal Berk Oğuzsoy & Sibel Güven. (2016) Turn of the Month and Turn of the Month Surrounding Days Effects in Istanbul Stock Exchange. Journal of Emerging Market Finance 5:1, pages 1-13.
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Ken Holden, John Thompson & Yuphin Ruangrit. (2005) The Asian crisis and calendar effects on stock returns in Thailand. European Journal of Operational Research 163:1, pages 242-252.
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Aristeidis Samitas & Evangelos Vasileiou. (2013) Does the Financial Crisis Influence the Day of the Week Effect? Evidence from the Greek Stock Market. SSRN Electronic Journal.
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Ramona Dumitriu, Razvan Stefanescu & Costel Nistor. (2011) Analysis of within – Month Effects on the Bucharest Stock Exchange. SSRN Electronic Journal.
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Ramona Dumitriu, Razvan Stefanescu & Costel Nistor. (2011) The US Macroeconomic News Announcements and the Within-Month Effects on the Bucharest Stock Exchange. SSRN Electronic Journal.
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Md Faisul Alam. (2011) Return Evaluation in FTSE100 to be Used Momentum Strategies. SSRN Electronic Journal.
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