A note on the seasonality of stock returns on the Johannesburg Stock Exchange
Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects a...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AOSIS
1990-03-01
|
| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/909 |