The Extended January Effect on London Stock Exchange
Since their discovery, many calendar anomalies experienced different types of changes. This paper explores the possibility of enlargement of the time interval specific to the January Effect on London Stock Exchange. We investigate the abnormal returns presence on an extended time interval that compr...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2023-08-01
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| Series: | Risk in Contemporary Economy |
| Online Access: | http://rce.feaa.ugal.ro/images/stories/RCE2023/Stefanescu_Dumitriu.pdf |
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