Calendar Effects in Indian Stock Market

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book Calendar Effects in Indian Stock Market by Dr.Priya Rawal, Dr.Priya Rawal
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Author: Dr.Priya Rawal ISBN: 9781511886789
Publisher: Dr.Priya Rawal Publication: April 29, 2016
Imprint: Language: English
Author: Dr.Priya Rawal
ISBN: 9781511886789
Publisher: Dr.Priya Rawal
Publication: April 29, 2016
Imprint:
Language: English

I find two distinct calendar effects in returns for the Indian stock market. More specifically, find a November-December effect in which document that mean returns for November and December are significantly greater than those of the other ten months.

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I find two distinct calendar effects in returns for the Indian stock market. More specifically, find a November-December effect in which document that mean returns for November and December are significantly greater than those of the other ten months.

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