The turn-of-the-month (TOM) effect is observed as one of the seasonalities in many markets. The author examines the TOM …

This research intends to explore the presence of the "turn-of-the-month-effect (TOME)" in the Pakistani stock market … that the "turn-of-the-month" anomaly may disappear during stock market crisis times. The research contains signifcant …

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 …