EFEKT STYCZNIA I EFEKT GRUDNIA NA GIEŁDZIE PAPIERÓW WARTOŚCIOWYCH W WARSZAWIE
JANUARY EFFECT AND DECEMBER EFFECT ON WARSAW STOCK EXCHANGE
Author(s): Monika LewandowskaSubject(s): Business Economy / Management, Micro-Economics, Financial Markets
Published by: Wydawnictwo Uniwersytetu Łódzkiego
Keywords: calendar effects; January effect; December effect; seasonal anomaly;
Summary/Abstract: The article describes chosen calendar effects that occur on Stock Exchange in Warsaw – January effect and December effect. It contains two chapters. First part focuses on the general characteristic of chosen seasonal anomalies. The second part contains research sample where the author shows the influence of calendar effects on WIG, WIG20 and mWIG40 indices throughout last years.
Journal: Journal of Capital Market and Behavioral Finance
- Issue Year: 1/2017
- Issue No: 5
- Page Range: 17-28
- Page Count: 12
- Language: Polish
