Kumar, Satish - In: International Journal of Managerial Finance 11 (2015) 2, pp. 232-243
Purpose – The purpose of this paper is to examine the presence of the turn-of-month effect in the Indian currency market for selected currency pairs: USD-INR, EUR-INR, GBP-INR and JPY-INR, from January 1999 to April 2014. Design/methodology/approach – Ordinary least square regression...