The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets
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The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets

by giovanis

The Month-of-the-year Effect: Evidence from GARCH models in Fifty Five Stock Markets Eleftherios Giovanis Abstract This paper studies the month of the year effect, where January effect presents positive and the highest returns of the other months of the... More

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