Month-of-the-Year and Symmetrical Effects in the Nikkei 225
This study finds significant November effect in the Nikkei 225 index of the Tokyo Stock Exchange (TSE). This finding is consistent with previous evidence supportive of tax-loss selling hypothesis for the stock markets of U.S. and U.K. In addition, the estimated Threshold generalized autoregressive...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IOSR
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/17992/1/Ricky.pdf http://ir.unimas.my/id/eprint/17992/ http://www.iosrjournals.org/ |
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