Stock market anomalies journal

22 Jul 2013 Journal: Business and Economics Research Journal Title of Article: Seasonal Anomalies in Istanbul Stock Exchange Author(s): Zehra Abdioglu, Anomalies or illusions?Evidence from stock markets in eighteen countries. Journal of International Money and Finance, 13,. 83-106. Ahmad, Z Gagan Deep Sharma, Sanjiv Mittal and Prachi Khurana, 2014. Month of the Year Anomalies in Stock Markets: Evidence from India. The International Journal of Anomalies in stock market are the imperfections in discounting the available information by sector stocks and BSE-Sensex is surrogated for Indian stock market. Full access to this article and over 14 million more from academic journals, 23 Jul 2015 In a market of the weak-form efficiency type, current stock prices reflect all the ratios: A test of the efficient market hypothesis”, The Journal of 21 Nov 2012 FORTUNE — Most people interested in the stock market fall into one of three […] a Fortune Magazine book, collected and expanded by Carol Loomis. First Boston's trading room must contribute to market efficiency: 290 Abstract This chapter provides a summary of the most important stock market anomalies, i.e., the weekend effect, the January effect, the turn-of-the-month and holiday effect, the S&P 500 effect, trading by insiders, the momentum of industry portfolio, home bias, the Value Line enigma and the expiry of IPO lockups.

Financial Market Anomalies Financial market anomalies are cross-sectional and time series patterns in security returns that are not predicted by a central paradigm or theory. The term anomaly can be traced to Kuhn (1970). Documentation of anomalies often presages a transitional phase toward a new paradigm.

S. BasuThe relationship between earnings' yields, market value and the returns for NYSE stocks: Further evidence. Journal of Financial Economics, 12 (1983), 31 Dec 2015 namely, weak form, semi strong form and strong form. Weak Form. International Journal of Trends in Fina European Research Studies Journal. Volume XXI, Issue 2, This research aims to analyse market anomalies and their effects on returns in the. Indonesian and a capital market are also commonly called market anomalies. In other words, a.

Gagan Deep Sharma, Sanjiv Mittal and Prachi Khurana, 2014. Month of the Year Anomalies in Stock Markets: Evidence from India. The International Journal of

viii FINANCIAL MARKET ANOMALIES & INVESTMENT STRATEGIES especially selling losers: Implications for stock market efficiency, Journal of Finance. The Journal of Portfolio Management Winter 2000, 26 (2) 95-103; DOI: Studies of emerging stock market anomalies are based on underspecified models.

Key words: Stock market anomalies, momentum, Stock Exchange of Mauritius. 1996. “Multifactor explanations of asset pricing anomalies”. Journal of Finance

Stock Market Anomalies: A Test of Calendar Effect in the Bombay Stock Exchange (BSE) “Anomalies of Illusions? Evidence From Stock Markets in Eighteen Countries.” Journal of International Money and Finance 13, no. 1 (February 1994): 83–106. Journal of Financial and Quantitative Analysis 20(2): 243-260. Kok, K. L. and Wong, Y. C. (2004) Seasonal anomalies of stock in ASEAN equity markets. Sunway 8 Jun 2019 Abstract: The expansion of investment strategies and capital markets is altering the significance and returns; however, thus far, market anomalies have been witnessed and stock prices have www.mdpi.com/journal/jrfm Academy of Accounting and Financial Studies Journal (Print ISSN: 1096-3685; Online ISSN: 1528-2635).

Abstract. The study investigates and identifies the presence of stock market anomalies for four emerging stock markets of Brazil, Russia, India and China (BRIC) for the period 1 January 2003–15 June 2013. The article uses dummy regression model to examine the existence of ‘Day of the Week’ (DOW) and Month of the Year

14 Oct 2018 Keywords: capital market anomalies; attenuation; liquidity; quantile regression; Markov Journal of Financial Economics 118 (2), 355–382. 16 Apr 2018 Anomalies or illusions? Evidence from stock markets in eighteen countries. Journal of International Money and Finance, 13(1), 83-106. doi: 1 Jul 2006 International Journal of Emerging Markets The strong seasonal effect in stock market returns has been clearly This anomaly has strong implications for stock market efficiency as well as trading strategies in the market.