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The European Journal of Finance Volume 18, 2012 - Issue 6
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Original Articles

A note on the turn of the month and year effects in international stock returns

Mohammed S. Khaled School of Economics and Finance, Victoria University of Wellington, PO Box 600, Wellington, New ZealandCorrespondence[email protected]
&
Stephen P. Keef School of Economics and Finance, Victoria University of Wellington, PO Box 600, Wellington, New Zealand
Pages 597-602 | Published online: 26 Sep 2011

References

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  • McConnell , J. J. and Xu , W. 2008 . Equity returns at the turn of the month . Financial Analysts Journal , 64 ( 2 ) : 49 – 62 .
  • Ogden , J. P. 1990 . Turn-of-month evaluations of liquid profits and stock returns: A common explanation for the monthly and January effects . Journal of Finance , 45 ( 4 ) : 1259 – 72 .
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