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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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書目詳細資料
Main Authors:	Chia, Ricky Chee-Jiun, Liew, Venus Khim-Sen
格式:	Article
語言:	English
出版:	IOSR 2012
主題:	H Social Sciences (General)
在線閱讀:	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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