The Month-of-the-Year Effect in the European, American, Australian and Asian Markets
This paper examines the existence of the month-of-the-year effects in four different continents, namely Europe, Asia, America, and Oceania. Nine indexes were analyzed in order to verify differences between monthly returns from January 1990 to December 2013, followed by an examination of the January...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-11-01
|
| Series: | Economies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7099/9/4/168 |