Calendar effects in stock markets of India and China : an empirical analysis of month-of-the-year effect
Year of publication: |
April-September 2015
|
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Authors: | Purohit, Harsh ; Tyagi, Parul |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 36.2015, 1, p. 69-81
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Subject: | Seasonality | Calendar Anomalies | Month-of-the-Year Effect | Nifty | SHCOMP | ADF & PP Unit Root Test | Dummy Variable Regression | Indien | India | Kalendereffekt | Calendar effect | China | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Einheitswurzeltest | Unit root test | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis |
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