Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика

The theoretical aspects of calendar effects and anomalies on the Ukrainian stock market and the empirical evidence of daily, monthly and quarterly returns of PFTS-index and their volatility are examined. A strong evidence of a calendar effect i.e. December effect on Ukrainian PFTS exchange was found. It can be explained due to the cyclical character of some industries, cyclical shares and calendar character of exchange rate fluctuations.

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Year of publication:	2011
Authors:	Petrushchak, Bohdan

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Type of publication:	Book / Working Paper
Language:	English ; Ukrainian
Notes:	Petrushchak, Bohdan (2011): Календарні ефекти та аномалії на українському фондовому ринку: теорія і практика. Published in: Світ фінансів No. 2 (2011): pp. 30-40.
Classification:	G14 - Information and Market Efficiency; Event Studies ; D84 - Expectations; Speculations ; G11 - Portfolio Choice ; G15 - International Financial Markets ; G00 - Financial Economics. General
Source:	BASE

Persistent link: https://www.econbiz.de/10015229490