Anomalies in indian stock market
This research is the first to investigate the holiday anomaly in the Indian stock market, one of the largest stock markets in the world, during the financial crisis. This paper examines the presence of holiday effects in the Indian stock market, before and during the financial crisis. Our results indicate very strong post-holiday effects for most of the indices from the Bombay Stock Exchange.
Furthermore, while the pre-holiday effect was completely missing, the post-holiday effect became even stronger during the financial crisis. If you experience problems downloading a file, check if you have the proper application to view it first.
The Calendar Anomalies in Indian Stock Market : A Special Reference to NSE - ProQuest
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The Calendar Anomalies in Indian Stock Market: A Special Reference to NSE | Visalatchi | Management Prudence
Holiday Anomalies ; Efficient Market Hypothesis ; Indian Stock Market ; Find related papers by JEL classification: C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables G1 - Financial Economics - - General Financial Markets References References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Stock Returns and the Weather ," Journal of Finance , American Finance Association, vol.
Stock Returns and the Weather ," Finance , EconWPA. Jewish holidays and stock market returns ," Managerial Finance , Emerald Group Publishing, vol. Lunar phases and stock returns ," Journal of Empirical Finance , Elsevier, vol.
International evidence on the decline and reversal of a stock market anomaly ," Journal of International Money and Finance , Elsevier, vol.
Ariel, Robert A, Existence and Evidence on Possible Causes ," Journal of Finance , American Finance Association, vol. Trading Patterns of Individual and Institutional Investors ," Journal of Finance , American Finance Association, vol.
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C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables G1 - Financial Economics - - General Financial Markets. References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Full references including those not matched with items on IDEAS.
The CitEc project has not yet found citations to this item. This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS. Access and download statistics. When requesting a correction, please mention this item's handle: Conley If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. How to help Corrections Volunteers Get papers listed Open a RePEc archive Get RePEc data.
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