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Stock market seasonality: International Evidence

Journal of financial economics, 1983-12, Vol.12 (4), p.469-481 [Peer Reviewed Journal]

1983 ;Copyright Elsevier Sequoia S.A. Dec 1983 ;ISSN: 0304-405X ;EISSN: 1879-2774 ;DOI: 10.1016/0304-405X(83)90044-2 ;CODEN: JFECDT

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  • Title:
    Stock market seasonality: International Evidence
  • Author: Gultekin, Mustafa N. ; Gultekin, N.Bulent
  • Subjects: Capital markets ; Random walk theory ; Returns ; Seasonal ; Securities markets ; Statistical analysis ; Stock prices ; Studies
  • Is Part Of: Journal of financial economics, 1983-12, Vol.12 (4), p.469-481
  • Description: This study examines empirically stock market seasonality in major industrialized countries. Evidence is provided that there are strong seasonalities in the stock market return distributions in most of the capital markets around the world. The seasonality, when it exists, appears to be caused by the disproportionately large January returns in most countries and April returns in the U.K. With the exception of australia, these months also coincide with the turn of the tax year.
  • Publisher: Amsterdam: Elsevier B.V
  • Language: English
  • Identifier: ISSN: 0304-405X
    EISSN: 1879-2774
    DOI: 10.1016/0304-405X(83)90044-2
    CODEN: JFECDT
  • Source: Alma/SFX Local Collection
    RePEc
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