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| Author: | Bohl, M.T. Salm, C.A. |
| Title: | The Other January Effect: international evidence |
| Journal: | European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 173-182 |
| Index terms: | stock markets efficiency international |
| Language: | eng |
| Abstract: | This paper explores the predictive power of stock market returns in January for the subsequent 11 months' returns across 19 countries. This is to contribute to the literature on stock market seasonalities. Merely 2 out of 19 countries' stock markets show a robust Other January Effect (here as: OJE). According to this evidence, the OJE doesn't seem to be an international phenomenon. |
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