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Keywords: Month of the year effect
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2020) 46 (3): 435–450.
Published: 17 January 2020
... effect, the month of the year effect and the holiday effect. However, anomalies including the Halloween effect and the trading month effect are found to be insignificant across both pre- and post-financial crisis periods. Originality/value The study is first of its kind that analyzes different...
