The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn … of the Turn of the month effect in the stock markets of 11 Central and Eastern European (CEE) countries. We focused not … (1999-2018), a statistically significant Turn of the month effect was present in the stock markets of seven out of 11 …

The Turn of the month effect is one of the better-known calendar anomalies. If a stock market is affected by the Turn … of the Turn of the month effect in the stock markets of 11 Central and Eastern European (CEE) countries. We focused not … (1999-2018), a statistically significant Turn of the month effect was present in the stock markets of seven out of 11 …

of the Month Effect; Turn of the Year Effect; Month of the Year Effect; January Effect; Holiday Effect; HalloweenEffect … variables) and a trading simulation approach to test for the presence of the following anomalies: Day of the Week Effect; Turn …

of the Month Effect; Turn of the Year Effect; Month of the Year Effect; January Effect; Holiday Effect; Halloween Effect … variables) and a trading simulation approach to test for the presence of the following anomalies: Day of the Week Effect; Turn …

of the Month Effect; Turn of the Year Effect; Month of the Year Effect; January Effect; Holiday Effect; HalloweenEffect … variables) and a trading simulation approach to test for the presence of the following anomalies: Day of the Week Effect; Turn …

of the Month Effect; Turn of the Year Effect; Month of the Year Effect; January Effect; Holiday Effect; Halloween Effect … variables) and a trading simulation approach to test for the presence of the following anomalies: Day of the Week Effect; Turn …

The current study examines the turn of the month effect on stock returns in 20 countries. This will allow us to explore …