Singh, Geeta; Bhattacharjee, Kaushik; Kumar, Satish - In: Managerial Finance 47 (2020) 4, pp. 555-569
Purpose: The purpose if this paper is to examine the turn-of-the-month effect in the equity market of three major emerging countries – Brazil, India and China – from January 2000 to December 2017. Design/methodology/approach: Ordinary least square regression analysis is used to examine the...