Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market-Reference-Cited by-同舟云学术

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

Published:2022-01-08 Issue:3 Volume:29 Page:449-476
ISSN:1387-2834
Container-title:Asia-Pacific Financial Markets
language:en
Short-container-title:Asia-Pac Financ Markets

Author:

Elangovan Rajesh,Irudayasamy Francis Gnanasekar,Parayitam Satyanarayana^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Finance

Link

https://link.springer.com/content/pdf/10.1007/s10690-021-09356-2.pdf

Reference84 articles.

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3. Aggarwal, R., & Rivoli, P. (1989). Seasonal and day-of-the-week effects in four emerging stock markets. The Financial Review, 24(4), 541–550.

4. Agrawal, A., & Tandon, K. (1994). Anomalies or illusions? Evidence from stock market in eighteen countries. Journal of International Money and Finance, 13(1), 83–106.

5. Alagidede, P. (2013). Month of the year and pre-holiday effects in African stock markets. South African Journal of Economic and Management Sciences, 16(1), 64–74.

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