An Examination of the Month-of-the-year Effect at Damascus Securities Exchange

This paper explores the existence of the month-of-the-year effect in a newly established exchange of Damascus Securities Exchange (DSE). It employs Ordinary Least Squares Estimates (OLS) and dummy variables for the whole working period of the exchange from 2010 to 2015. This paper confirms the exist...

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Bibliographic Details
Main Authors: Sulaiman Mouselli, Hazem Al Samman
Format: Article
Language:English
Published: EconJournals 2016-04-01
Series:International Journal of Economics and Financial Issues
Online Access:http://mail.econjournals.com/index.php/ijefi/article/view/1668