VALUE PREMIUMS AND THE JANUARY EFFECT: INTERNATIONAL EVIDENCE

Keywords

Value premium, Value (mathematics), Stock (firearms), Economics, Econometrics

References

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Cited by

• Essays On The Value PremiumOmar Dewidar — 2013
• Do UAE Stock Markets Experience Turn-of-the-month Anomaly? An Empirical AnalysisRengasamy Elango, Aisha Ahmed Mohammed Amin — 2012
• Is the Value Effect Seasonal? Evidence from Global Equity MarketsPraveen Das, S. P. Uma Rao — 2012
• Seasonal Anomalies in Indian Stock MarketsAnvita Sharma, Vishal Deo — 2014
• Day-of-The-Week Anomaly on Different Stock Capitalization: Evidence from Indonesian Stock MarketDadang Wahyu Juniarwoko, Tony Irawan, Lukytawati Anggraeni — 2017
• FACTORS AFFECTING SEASONALITY IN THE STOCK MARKET: A SOCIAL NETWORK ANALYSIS APPROACHK. Kajol, Mausami Nath, Ranjit Singh — 2020
• THE JANUARY EFFECT AND LUNAR NEW YEAR INFLUENCES IN FRONTIER MARKETS: EVIDENCE FROM THE VIETNAM STOCK MARKETLoc Dong Truong, H. Swint Friday — 2021
• Seasonal Anomalies in Vietnamese Stock Markets: New EvidenceTeepakorn Opas — 2021
• Merger and Acquisition in Banking Sector: A Review of the LiteratureJunaidah Abu Seman — 2021
• Structure of Equity PricesL. Coleman — 2016
• The Effect of Electrocal Periods on the Stock MarketHakan Altın — 2012

Related papers

• The value premium and the January effectJulia Chou, Praveen Das, S. P. Uma Rao — 2011
• The January Effect and the Global Value-Growth PremiumBala Arshanapalli, T. Daniel Coggin, William Nelson — 2002
• Seasonality in the Risk-Return Relationship: Some International EvidenceAlbert Corhay, Gabriel Hawawini, Pierre Michel — 1987
• The Declining January Effect: Experience of Five G7 CountriesAnthony Yanxiang Gu — 2006
• THE 'JANUARY EFFECT' RESULTS IN THE ATHENS STOCK EXCHANGE (ASE)John Mylonakis, Dikaos Tserkezos — 2008
• Anomalies in US equity markets: a re-examination of the January effectSeyed Mehdian, Mark Perry — 2002
• The other January effect☆Michael J. Cooper, J. Jeff McConnell, Alexei V. Ovtchinnikov — 2006
• SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY Further Empirical EvidenceDonald B. Keim — 1983
• Predictable Dynamics in the Small Stock PremiumValeri Zakamouline — 2014