Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 4 of 4 for “"January effect"”.
-
Pengaruh january effect dan size effect terhadap return saham di Jakarta Islamic Index (JII) Tahun 2010-2013
… bertentangan dengan teori tersebut yaitu adanya January effect dan size effect. Dari latar belakang itulah sehingga penelitian ini dilakukan dengan judul “Pengaruh January Effect dan Size Effect Terhadap Return Saham di Jakarta Islamic Index (JII) Tahun 2010-2013”. Penelitian ini menggunakan …
-
Tax payment-based liquidity effects: using historical evidence of a tax-based January effect to investigate a new seasonal
… contemporary existence of tax-based liquidity effects. Both historical (1897-1928) and contemporary (1930-1989) period evidence is found in support of the existence of a tax payment-based liquidity effect. Evidence developed over the entire period (1897-1994) suggests that this seasonal …
-
A full century of monthly Canadian stock price index returns : a review of the Fisher hypothesis and some anomalies
… countries, such as the Gibson Paradox and the January effect. Results only partially support the Fisher hypothesis, but suggest that both the Gibson Paradox and the January effect no longer hold. A December effect appears to have replaced the January effect in the last decade of the 20th …
-
Differential information, expectations, and the small firm effect
An empirical study of the effects of differential information and the expectations of investors is undertaken to test the differential information theory of Barry and Brown (1983). The theory is tested using the small firm effect. The excess returns found using ex post data are regressed against …