학술논문
THE EVOLVING TURN-OF-THE-MONTH EFFECT: EVIDENCE FROM PACIFIC RIM COUNTRIES
이용수 2
- 영문명
- 발행기관
- People & Global Business Association
- 저자명
- William S Compton
- 간행물 정보
- 『Global Business and Finance Review』Vol.7 No.1, 27~37쪽, 전체 10쪽
- 주제분류
- 경제경영 > 경영학
- 파일형태
- 발행일자
- 2002.06.30
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국문 초록
영문 초록
Using daily stock returns for the decade from 1988 to 1998, this paper finds a fading of turn-of-the-month (TOM) pattern in western countries and a newly emerging pattern in Asian countries. This newly emerging pattern conflicts with previous evidence of a reverse pattern in the Japanese and Singapore markets and is supported with both parametric and non-parametric tests. The study examines the traditional turn-of-the-month period and also examines three sub-periods for additional evidence of a monthly pattern in daily prices.
목차
Abstract
INTRODUCTION
LITERATURE REVIEW
DATA AND METHODOLOGY
RESULTS
CONCLUSION
REFERENCES
키워드
해당간행물 수록 논문
- EXCHANGE RATE AND STOCK MARKET INTERACTIONS: EVIDENCE FROM AN EMERGING ECONOMY
- PREDICTORS OF VARIATION IN STOCK RETURNS: EVIDENCE FROM MALAYSIAN COMPANY PANEL DATA
- KEY FUNDAMENTAL FACTORS AND THE LONG RUN STOCK PRICE CHANGES
- LINKING KEY SUCCESS FACTORS AND EMPLOYEE ATTITUDES TO PERFORMANCE OF CELLULAR MANUFACTURING SYSTEMS: AN EMPIRICAL STUDY
- U.S. DEMAND FOR EDIBLE FATS AND OILS: A DYNAMIC SYSTEM WITH ARMA ERRORS
- HORIZONTAL AND VERTICAL INTRA-INDUSTRY TRADE: IS THE EMPIRICAL CLASSIFICATION USABLE?
- THE EVOLVING TURN-OF-THE-MONTH EFFECT: EVIDENCE FROM PACIFIC RIM COUNTRIES
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