Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period

In contrast to finding better monthly performance shown in a specific month, such as the January effect (i.e., better stock price performance in January as opposed to other months), which has been extensively studied, the goal of this study is to determine whether investors would obtain better subse...

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Bibliographic Details
Main Authors: Chien-Liang Chiu, Paoyu Huang, Min-Yuh Day, Yensen Ni, Yuhsin Chen
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/2/356