An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets

DISSERTATION WITH DISTINCTION

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Khouri, Yousuf (author)
منشور في: 2013
الموضوعات:
الوصول للمادة أونلاين:http://bspace.buid.ac.ae/handle/1234/370
الوسوم: إضافة وسم
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author Khouri, Yousuf
author_facet Khouri, Yousuf
author_role author
dc.creator.none.fl_str_mv Khouri, Yousuf
dc.date.none.fl_str_mv 2013-11-13T10:35:29Z
2013-11-13T10:35:29Z
2013-02
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv 100058
http://bspace.buid.ac.ae/handle/1234/370
dc.language.none.fl_str_mv en
dc.publisher.none.fl_str_mv The British University in Dubai (BUiD)
dc.subject.none.fl_str_mv turn-of-the-month
january anomalies
stock markets
emerging markets
dc.title.none.fl_str_mv An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
dc.type.none.fl_str_mv Dissertation
description DISSERTATION WITH DISTINCTION
id budr_57900842c250becc44df43d2d75797ee
identifier_str_mv 100058
language_invalid_str_mv en
network_acronym_str budr
network_name_str The British University in Dubai repository
oai_identifier_str oai:bspace.buid.ac.ae:1234/370
publishDate 2013
publisher.none.fl_str_mv The British University in Dubai (BUiD)
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
spelling An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock MarketsKhouri, Yousufturn-of-the-monthjanuary anomaliesstock marketsemerging marketsDISSERTATION WITH DISTINCTIONThe Efficient Market Hypothesis has been tested using various statistical models and approaches. The findings in the existing literature provide mixed strong evidence that financial markets are efficient and inefficient. Calendar anomalies are among the famous techniques that have attracted many academicians and investors to exploit, and find strong evidence of potential superior returns. These anomalies are cyclical patterns found in stock average returns that have seasonal affects and are based on the calendar. Examples of calendar anomalies include the January effect, the turn of the month and the Monday effect. The existence of calendar anomalies has been accepted in the academic field as many studies have found strong evidence which can enable market participants make excess returns. This research attempts to re-examine the Efficient Market Hypothesis through exploiting the turn-of-the-month anomaly and the January effect in five emerging markets using a seven-year data from 2005 to 2011. The findings show that there is no enough evidence of both anomalies in the five emerging markets.The British University in Dubai (BUiD)2013-11-13T10:35:29Z2013-11-13T10:35:29Z2013-02Dissertationapplication/pdf100058http://bspace.buid.ac.ae/handle/1234/370enoai:bspace.buid.ac.ae:1234/3702021-09-14T08:12:06Z
spellingShingle An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
Khouri, Yousuf
turn-of-the-month
january anomalies
stock markets
emerging markets
title An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
title_full An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
title_fullStr An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
title_full_unstemmed An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
title_short An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
title_sort An Empirical Analysis of the Turn-of-the-month and January Anomalies in Five Emerging Stock Markets
topic turn-of-the-month
january anomalies
stock markets
emerging markets
url http://bspace.buid.ac.ae/handle/1234/370