Panel Analysis of Calendar Anomalies in the South African Stock Market

Panel Analysis of Calendar Anomalies in the South African Stock Market

Calendar anomalies are paramount in explaining stock returns dynamics. This study determines whether day of the week, turn of the month, holiday and January seasonality exists in the South African stock market. The Johannesburg stock exchange indices data comprised of Top 40, All Shares, Basic Ma...

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Bibliographic Details
Main Authors: Batsirai Winmore Mazviona, Gisele Mah, Ireen Choga
Format: Article
Language:English
Published: Danubius University 2021-06-01
Series:Acta Universitatis Danubius: Oeconomica
Subjects:
equity
day of the week
turn of the month
holiday
january
Online Access:https://dj.univ-danubius.ro/index.php/AUDOE/article/view/978/1367

Internet

https://dj.univ-danubius.ro/index.php/AUDOE/article/view/978/1367

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