Calendar effects in New York stock market / Nur Fatimah Zahraa' Mohamed Noor

• Main Author: Zahraa' Mohamed Noon, Nur Fatimah
• Format: Student Project
• Language: English
• Published: 2007
• Subjects: Economics; Investment, capital formation, speculation
• Online Access: https://ir.uitm.edu.my/id/eprint/74151/1/74151.pdf; https://ir.uitm.edu.my/id/eprint/74151/

In this paper examines the calendar in New York stock market, particularly month of the year effect (January effect) and day of the week effect (Monday effects). Unlike other empirical works suggest expanding the model to cover several main effects. By doing so we find that the January is not the o...