Results 261 to 270 of about 4,045,014 (299)
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The January Effect, Does Options Trading Matter?
SSRN Electronic Journal, 2011This study examines the effect of options trading on the January effect in the period 1996–2009. The options market offers investors an alternative trading venue that circumvents several trading limitations in the equity market and hence enables a higher level of arbitrage activities.
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Do Earnings Explain the January Effect?
SSRN Electronic Journal, 2003This paper presents evidence on the correlation between stock returns in January and the earnings information released in the month. The annual earnings announced in January are predominantly positive, and the stock returns in late January are abnormally high than in the remainder of the year.
Hai Lu, Qingzhong Ma
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The evolution of the January effect
Journal of Banking & Finance, 2008Abstract This paper extends recent studies of the January effect by investigating the evolution of the daily pattern of the effect across size deciles. Our evidence documents a sizable mean reverting component beginning in the latter part of January and a shorter duration of the seasonal effect.
Nicholas Moller, Shlomo Zilca
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The January effect and intergenerational transfers
The Quarterly Review of Economics and Finance, 1993Abstract The Intergenerational Transfer Hypothesis asserts that the January Effect is caused by the transfer of wealth from older to younger investors at the Christmas gift-giving season. Preferences of the modal investor change; safety is less substitutable for expected returns. Assets preferred by older investors are sold.
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The January Effect and the New December Effect
2003Abstract Small loser stocks are known to appreciate considerably in January, giving rise to the so-called January effect. The primary explanation for the January effect is tax-loss selling by investors in December to realize capital losses that are used to offset capital gains.
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January Effect in EU Stock Market
SSRN Electronic Journal, 2015In EU (2008-2014, monthly data) regarding the variation of stock returns “January effect” does not matter, while EU follows the USA stock returns and finally southern regions (who are mostly hit by the crisis) tend to have a negative impact on stock returns. The elaboration of panel data became feasible through the Eviews software package.
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The January Effect in European REITs
2014The comparison between REITs and other financial instruments demonstrates that the January effect is even stronger for other investment opportunities, especially when riskier REITs are taken into account (Liu and Mei, 1992).
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Cancer treatment and survivorship statistics, 2022
Ca-A Cancer Journal for Clinicians, 2022Kimberly D Miller +2 more
exaly
Stock exchanges and January Effects
2019The availability of January has been examined in terms of both developed financial markets and developing financial markets. The availability of January for stock exchanges might be mentioned. This effect is low and it might change in respect of the examined terms. Statistically, Price Abnormality of January gave a significant result only in one of ten
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