The nature of the stock market, being erratic, enkindles challenges in its behavior prediction. Essentially, delving for the presence of calendar anomalies on a regular basis is crucial as it assists the investors in exhausting the possibilities of gains by timing the...
This paper examines the month-of-the-year and day-of-the-week effect in the Indian stock market, during the period 1998-2007. The Standard GARCH model, GARCH-in-Mean, Exponential GARCH and Threshold ARCH models have been employed to test for calendar anomalies using the monthly and daily ...
The nature of the stock market, being erratic, enkindles challenges in its behavior prediction. Essentially, delving for the presence of calendar anomalies... DH Singha,SC Kakaty - 《International Journal of Agricultural & Statistical Sciences》 被引量: 0发表: 2023年 Month-of-the-Year Effect:...
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The wickekeeper-batter was a member of IPL 2022 champions Gujarat Titans, who had signed him for Rs 20 lakh in the 2023 auction, before releasing him ahead of the 2024 auction. Interestingly, at this very date last year, Urvil cracked the second-fastest List A ton by an Indian batter,...
Indian Stock Market Regularity: The Turn of the Month Effect Recent empirical studies have identified the presence of the Turn of the Month (TOM) effect on various stock markets. This effect is a well-known calendar ... N Satish,Bheemanagouda,VDB Negrea 被引量: 0发表: 2023年 Second Momen...
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I believe the IPL should be given a special window in the ICC cricket calendar for just one reason and one reason only: because the players benefit from it greatly. I know international cricket makes money for players, but it does not even come close to matching what one IPL season can ...
Exchange Traded Funds (ETF’s) are one of the beloved passively managed funds that offer both retail and institutional investors an access to highly p
Jorion P (1991) The pricing of exchange rate risk in the stock market. J Financ Quant Anal 26(3):363 Article Google Scholar Kanagaraj A, Sikarwar E (2011) A firm level analysis of the exchange rate exposure of Indian firms. J Appl Financ Bank 1(4):163–184 Google Scholar Kang S...