Results 11 to 20 of about 2,855,659 (304)

Month of the Year Effect pada Pasar Obligasi di Indonesia

Jurnal Ekonomi dan Bisnis, 2017
This study examines the month-of-the-year effect on the bond returns in Indonesia. I use the monthly closing price index (Indonesia Bond Indexes / INDOBeX) data for the periods of July 2003-July 2017 from Bloomberg.
Robiyanto Robiyanto
doaj   +2 more sources

Month of the year effect in the cryptocurrency market and portfolio management

European Journal of Management Issues, 2019
Purpose – to investigate the Month of the year effect in the cryptocurrency market. Design/Method/Research Approach. A number of parametric and non-parametric technics are used, including average analysis, Student's t-test, ANOVA, Kruskal-Wallis ...
Alex Plastun, Anna Oleksandrivna Drofa, Tetyana Viktorivna Klyushnik   +2 more
doaj   +4 more sources

Month of the year and pre-holiday effects in African stock markets

South African Journal of Economic and Management Sciences, 2013
This paper investigates the existence of two anomalies in African stock returns: the month of the year and the pre-holiday effects, and their implications for stock market efficiency.
Paul Alagidede
doaj   +4 more sources

Month of the Year Effect: An Empirical Evidence from Muscat Securities Market

مجلة جامعة دمشق للعلوم الاقتصادية و السياسية, 2021
This paper explores the existence of a calendar seasonality at Muscat Securities Market (MSM) that is the month-of-the-year effect. It employs Ordinary Least Squares (OLS) and estimates dummy variables for the whole sample period of January 2005 to July
Dr. Sulaiman Mouselli
doaj   +1 more source

Day-of-the-Week and Month-of-the-Year Effects in the Cryptocurrency Market

Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
This study examines the day-of-the-week (DoW) and month-of-the-year (MoY) effects in the cryptocurrency market, with a focus on Bitcoin (BTC) and Ethereum (ETH). Due to the absence of a specific closing time in the cryptocurrency market, the closing time
İbrahim Korkmaz Kahraman, Dündar Kök
doaj   +3 more sources

Day of the Week Effect Dan Month of the Year Effect Terhadap Return Indeks Pasar [PDF]

Nominal, Barometer Riset Akuntansi dan Manajemen, 2014
Tujuan penelitian (1) mengetahui pengaruh day of the week effect terhadap return indeks pasar (2) mengetahui pengaruh return hari Senin sesi trading dengan return hari Jumat minggu sebelumnya sesi non trading, (3) mengetahui pengaruh month of the year ...
Saputro, A. P. (Aditya), Sukirno, S. (Sukirno)   +1 more
core   +3 more sources

Day-of-the-Week-Effect and Month-of-the-Year-Effect on Carbon Emissions Contract Trading

Journal of Management and Entrepreneurship Research
Objective: This study aims to examine whether there is a potential Day-of-the-Week-Effect and Month-of-the-Year-Effect on carbon emissions trading. Research Design & Methods: This research uses secondary data obtained through the Investing.com website ...
Kezia Maylani Azalia, Robiyanto Robiyanto   +1 more
doaj   +2 more sources

Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market [PDF]

Asia-Pacific Financial Markets, 2022
The present study aims to examine the existence of month-of-the-year effects in the Indian stock market. For analysis, we selected the BSE Ltd and NSE broad market cap indices, namely S&P BSE 500 and NIFTY 500, which are a comprehensive representation of the Indian stock market. The time selected for this study is from April 1, 2011, to March 31, 2021 (
Elangovan R, Irudayasamy F, Parayitam S.
europepmc   +3 more sources

The month-of-the-year effect in corporate lending

Finance Research Letters, 2021
Abstract We investigate the existence of calendar effect in corporate lending decisions. We show that the loan amount granted by banks significantly varies across months. We find a positive effect of quarter-end and year-end months on the loan amount. We attribute these effects to trade loading behavior, according to which banks would inflate granted
Bertrand, Jérémie, Burietz, Aurore, Weill, Laurent   +2 more
openaire   +2 more sources

Month of the Year Effect in Indonesia Stock Exchange

KnE Social Sciences, 2020
This study examines the phenomenon of the month of the year effect on sectoral stock indices on the Indonesia Stock Exchange (IDX). The data used is monthly closing price data for sectoral stock price index during the period of 2016 to 2018 obtained from IDX (idx.co.id). Data analysis was performed using the one sample t test model.
Agus Arman, Zakaria .
openaire   +2 more sources