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...

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Bibliographic Details
Main Authors: Peter Arendas, Jana Kotlebova
Format: Article
Language:English
Published: MDPI AG 2019-10-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/7/4/57