The trading month anomaly in the Financial Times Industrial Ordinary Shares Index: 1935-1994

In this paper we employ a large sample of daily returns from the Financial Times Industrial Ordinary Shares Index to investigate the existence of the 'trading month' effect or the 'turn-of-the-month' effect. We tentatively conclude that a trading month effect is present, but that...

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Veröffentlicht in:	Applied economics letters 1997-05, Vol.4 (5), p.297-299
Hauptverfasser:	Arsad, Zainudin, Andrew Coutts, J.
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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