全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

Does January Effect Exist in Bangladesh?

DOI: 10.5539/ijbm.v8n7p82

Full-Text   Cite this paper   Add to My Lib

Abstract:

This paper examines existence of January effect in Dhaka Stock Exchange (DSE) in Bangladesh. Regression model combined with dummy variables and monthly DSE All Share Price Index (DSI) from January 1987 to November 2012 has been used to test January effect in the stock return in DSE. It was empirically found that, although January anomaly doesn’t exist in DSE, there is significant positive return in June which raises question against efficient market hypothesis (EMH). Thus, there is an opportunity for investors to take advantage of this June anomaly.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133