Despite an extensive number of studies documenting evidence of seasonal anomalies in
developed markets, relatively few studies have comprehensively examined these anomalies …

This paper investigates the predictive power of stock market returns in January for the
subsequent 11 months' returns across 19 countries, thereby contributing to the literature on …

The January effect concerns the fact that small capitalization stocks have historically
outperformed large capitalized stocks in January. We analyze evidence as to whether this …

This paper is a brief survey of systematic violations of security market efficiencies in the US,
Japan and other world wide equity markets. These security market regulatories or anomalies …

The Other January Effect (OJE), which suggests positive (negative) equity market returns in
January predict positive (negative) returns in the following 11months of the year …

This chapter explains various seasonal anomalies, and provides an in‐depth overview of
the opportunities to earn returns using seasonal anomalies. It is to be noted that January …

Purpose–Seasonality of equity returns has been widely discussed, mainly in relation to the
efficient market theory. The study focuses on the re-examination of monthly anomalies for …

The objectives of the research are to examine to what extent the January Effect existences in
Indonesian Capital Market, to what extent the January returns can serve as a reliable …

Purpose The purpose of this paper is to provide a comprehensive initial evaluation of the
Super Bowl Indicator (SBI) from 1966 to 2015. Design/methodology/approach The authors …

Cel–Znacząca liczba opracowań naukowych koncentruje się na problematyce anomalii
rynkowych. Bardzo często zjawisko to łączone jest z potencjalnymi strategiami …