Last edited by Vujind
Friday, October 16, 2020 | History

2 edition of Emerging stock markets return seasonalities found in the catalog.

Emerging stock markets return seasonalities

Stilianos Fountas

Emerging stock markets return seasonalities

the January effect and the tax-loss selling hypothesis

by Stilianos Fountas

  • 20 Want to read
  • 13 Currently reading

Published by Department of Economics, National University of Ireland, Galway in [Galway] .
Written in English

    Subjects:
  • European Monetary System (Organisation).,
  • Seasonal variations (Economics) -- Econometric models.,
  • Stock exchanges -- Econometric models.

  • Edition Notes

    Includes bibliographical references.

    StatementStilianos Fountas, Konstantinos N. Segredakis.
    SeriesWorking paper series (National University of Ireland, Galway. Department of Economics) -- no.37.
    ContributionsSegredakis, Konstantinos N., National University of Ireland, Galway. Department of Economics.
    The Physical Object
    Pagination21p. ;
    Number of Pages21
    ID Numbers
    Open LibraryOL18510559M

      Read the latest articles of Emerging Markets Review at , Elsevier’s leading platform of peer-reviewed scholarly literature Pages (1 December ) Download full issue. Previous vol/issue. Next vol/issue. select article Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market. https. The Little Book of Stock Market Cycles will show you how to profit from these recurring stock market patterns and cycles. Written by Jeffrey Hirsch, President of the Hirsch Organization and Editor-in-Chief of the Stock Trader's Almanac, this reliable resource explains why these cycles occur, provides the historical evidence behind them, and /5(48).

    Over the long term those returns even out. A global portfolio benefits from emerging markets performance while diversifying risk. The table below ranks the best to worst emerging markets performance over the past 15 years. Hover over the table to highlight each country’s market returns . This study examines the intra-daily seasonalities of the stock returns in the emerging Turkish Stock Market which is an order-driven market using electronic trading without market makers, in the period from January 1, through Janu by using min (and also 5- and 1-min) interval by:

    EMERGING STOCK MARKET RETURNS Emerging markets tend to be volatile and crisis-prone. But before examining the risks of investing in emerging markets, let’s consider the returns earned in the past. - Selection from Portfolio Design: A Modern Approach to Asset Allocation [Book]. ISBN: X OCLC Number: Description: x, pages: illustrations ; 28 cm. Contents: Introduction Historical Performance of Emerging Equity Markets Portfolio Construction Using Emerging Markets Investability in Emerging Markets Investing in Emerging Markets via Closed-End Funds --Appendix: Monthly Value-Weighted Stock Returns.


Share this book
You might also like
La tour Signal

La tour Signal

Nuclear choice

Nuclear choice

Impotence

Impotence

Catholic action and the laity.

Catholic action and the laity.

Mothers new baby

Mothers new baby

El Dorado

El Dorado

appraisal of the experience of the agrarian reform in the Sudan.

appraisal of the experience of the agrarian reform in the Sudan.

King

King

I am here and not not-there

I am here and not not-there

influence of Walter Scott on the works of Balzac

influence of Walter Scott on the works of Balzac

The shaping of Middle-Earth

The shaping of Middle-Earth

Two new crinoids from the Middle Devonian Silica Formation

Two new crinoids from the Middle Devonian Silica Formation

Irish Church Architecture in the Era of Vatican II

Irish Church Architecture in the Era of Vatican II

London in Roman times.

London in Roman times.

Gwen John, paintings and drawings from the collection of John Quinn & others

Gwen John, paintings and drawings from the collection of John Quinn & others

Emerging stock markets return seasonalities by Stilianos Fountas Download PDF EPUB FB2

Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis. Applied Financial Economics: Vol. 12, No. 4, pp. Cited by: Emerging stock markets return seasonalities: The January effect and the tax-loss selling hypothesis.

Applied Financial Economics, Gibbons, Michael R. and Hess, Patrick. Day. Return Seasonalities in the Emerging Stock Markets: A Case of Selected Eurasian Countries Article (PDF Available) January with 75 Reads How we measure 'reads'. Request PDF | Return Seasonalities In The Emerging Stock Markets: A Case of Selected Eurasian Countries | The study uses both parametric and nonparametric analyses to investigate whether the.

"Emerging Stock Markets Return Seasonalities: the January Effect and the Tax-Loss Selling Hypothesis," Working Pap National University of Ireland Galway, Department of Economics, revised References listed on IDEAS.

Seasonality in the cross section of stock returns: Advanced markets versus emerging markets. Fengyun Li, Huacheng Zhang* and Dazhi Zheng.

This version: November, Abstract. We extend the studies of stock return seasonalities by Heston and Sadka (, ) to a. Seasonality in stock returns: Evidence from an emerging market. A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a.

Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis the January effect anomaly and the tax-loss selling hypothesis using monthly stock returns in eighteen emerging stock markets for the period Even though considerable evidence for seasonal effects applies in several countries, very Author: Stilianos Fountas and Konstantinos Segredakis.

Surveys African stock markets to find out if they are as efficient as developed markets, and follow the same “turn‐of‐the‐year” pattern as other markets. Compares Ghana, Zimbabwe and Nigeria, and focuses on the period between and Describes the environment of each, and computes monthly stock returns, testing them for by: Rozeff, Michael S.

& Kinney, William Jr., " Capital market seasonality: The case of stock returns," Journal of Financial Economics, Elsevier, vol. 3 (4), Cited by: "Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, vol.

12(4), pages Stilianos Fountas & Konstantinos N. Segredakis, Our annual emerging markets outlook is here. We focus on the emerging markets outlook for and The timing of this outlook couldn’t be better because at the time of writing emerging markets are going nowhere.

One month they go up, the next month they retrace. This process is ongoing for some 12 straight months now. This study examines the intra-daily seasonalities of the stock returns in the emerging Turkish Stock Market which is an order-driven market using electronic trading without market makers, in the Author: Recep Bildik.

This paper studies seasonal predictability in the cross section of international stock returns. Stocks that outperform the domestic market in a particular month continue to outperform the domestic market in that same calendar month for up to 5 by: 1 Some examples, Ho () studies Stock return seasonalities in Asia Pacific markets; Fountas and Segredakis () studies January-effect anomaly in eighteen emerging stock markets for the period –, Al-Saad and Moosa () study stock return seasonality in Kuwait Stock Exchange and Pandey () studies Malaysian stock market.

Emerging Stock Markets: A Complete Investment Guide to New Markets Around the World [Price, Margaret M.] on *FREE* shipping on qualifying offers.

Emerging Stock Markets: A Complete Investment Guide to New Markets Around the WorldCited by: Surveys African stock markets to find out if they are as efficient as developed markets, and follow the same “turn‐of‐the‐year” pattern as other markets.

Compares Ghana, Zimbabwe and Nigeria, and focuses on the period between and Describes the environment of each, and computes monthly stock returns, testing them for seasonality.

Finds evidence of the January effect only in. Downloadable (with restrictions). We extend the studies of stock return seasonality by Heston and Sadka (, ) to a comprehensive sample of 42 international markets, including 21 advanced markets and 21 emerging markets.

The empirical results show a large variation in stock seasonality across markets and suggest that this phenomenon exists primarily in advanced by: 1.

As COVID ravages markets, emerging market stocks offer some unique opportunities. By John Divine and Wayne Duggan Ma By John Divine and Wayne Duggan Maat p.m. " Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis," Applied Financial Economics, Taylor & Francis Journals, vol.

12(4), pages Stilianos Fountas & Konstantinos N. Segredakis. Emerging Real Estate Markets: How to Find and Profit from Up-and-Coming Areas.

Only 4 left in stock (more on the way). More Buying Choices $ (30 used & new offers) The Little Book of Emerging Markets: How To Make Money in the World's Fastest Growing Markets (Little Books.

Big .Scientists warn over relaxing UK lockdown too fast May 30 ; Mexican companies face higher electricity charges May 30 ; Small signs of life return to US economy May 30 ; FTSE faces big reshuffle as pandemic takes its toll May 30 ; Minnesota deploys National Guard as protests and riots grow May 30 ; England’s deputy medical chief urges public to play by the rules May This paper investigates whether seasonalities in daily stock returns are related to the trading behavior of individual and institutional investors.

The change in the investor structure of B-share markets in Shanghai and Shenzhen after the abolition of ownership restrictions in provides a Cited by: