EFEKT STYCZNIA NA GIEŁDACH AZJATYCKICH
JANUARY EFFECT ON ASIAN STOCK MARKETS
Author(s): Katarzyna Kłopocka, Adam Mitek, Karolina Stępniak, Angelika WalczakSubject(s): Business Economy / Management, Financial Markets
Published by: Wydawnictwo Uniwersytetu Łódzkiego
Keywords: January effect; Asian stock markets; rate of return
Summary/Abstract: This article examines the occurrence of the January effect on Asian stock markets. This effect was indices in literature in terms of different periods of time, for various countries and indexes. This publication aims to verify the appearance of the January effect on Asian stock markets and to determine its meaning. An investigation was conducted on the basis of statistical methods for periods 1990–1994 and 2005-2009. The conclusion formulated on the basis of the above study proves non-occurrence the January effect on Asian stock markets.
Journal: Journal of Capital Market and Behavioral Finance
- Issue Year: 4/2018
- Issue No: 8
- Page Range: 19-31
- Page Count: 13
- Language: Polish
