January anomalies on CEE stock markets
Numerous studies show that stock markets are often impacted by various calendar anomalies that disrupt the “random walk” behavior of stock prices. These anomalies contradict the Efficient markets theory and can be exploited to generate abnormal returns. This paper investigates the presence of two of...
| Hlavní autoři: | , , , |
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| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
LLC "CPC "Business Perspectives"
2021-10-01
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| Edice: | Investment Management & Financial Innovations |
| Témata: | |
| On-line přístup: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15736/IMFI_2021_04_Arendas.pdf |