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Tekijä: | Kunkel, R.A. Compton, W.S. Beyer, S. |
Otsikko: | The turn-of-the-month effect still lives: the international evidence |
Lehti: | International Review of Financial Analysis
2003 : VOL. 12:2, p. 207-221 |
Asiasana: | Stock markets Return on investment Time |
Kieli: | eng |
Tiivistelmä: | It is found that the 4-day turn-of-the-month (TOM) period accounts for 87% of the monthly return, on average, across countries, in the stock markets of 15 countries where the TOM pattern exists. These countries account for 77% of the foreign market capitalization value. |
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