The Turn of the Month Effect on CEE Stock Markets
The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn of the month effect, it records significantly higher returns during a relatively short time period around the end of the old month and the beginning of the new one, than during the r...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-10-01
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Series: | International Journal of Financial Studies |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7072/7/4/57 |