[PDF][PDF] General election and stock market performance: A Malaysian case
The 2018 Malaysia general election has marked a new history for the Malaysia political
structure. After more than 60 years Barisan Nasional ruling the country, in the 2018 general …
structure. After more than 60 years Barisan Nasional ruling the country, in the 2018 general …
Can the Sell in May effect be enhanced by a size tilt?
K Abukari, E Oldford, V Jog - Managerial Finance, 2024 - emerald.com
Purpose The authors evaluate the Sell in May effect in the Canadian context to
comprehensively explore the Sell in May effect as well as its interactions with the size effect …
comprehensively explore the Sell in May effect as well as its interactions with the size effect …
Sell in May and Go Away or Just Another January Effect? Studied of Anomaly in Indonesia Stock Exchange
Sell in May and go away is a phenomenon of return anomaly that starts in May and lasts
until October. These months are called the worst months of stocks. Conversely, the months …
until October. These months are called the worst months of stocks. Conversely, the months …
Comparative Analysis of Sell-In-May-And-Go-Away and Monthly Effect Before and During COVID-19 Pandemic at LQ45 IDX
In 2022, the number of investors in the Indonesian stock market experienced a four-fold
growth compared to 2019. This surge occurred during the epidemic period. This financial …
growth compared to 2019. This surge occurred during the epidemic period. This financial …
[PDF][PDF] The impact of the US presidential elections on the stock markets
S Hundal, T Kauppinen - … Institutions Conference. 22-23 September, 2022 …, 2022 - theseus.fi
The US presidential elections have a history of making financial markets volatile, and
unpredictable before and after the elections in comparison to other times. The current study …
unpredictable before and after the elections in comparison to other times. The current study …
Halloween Effect and Equity Mutual Funds in Thailand
T Wiriyadee - 2021 - digital.car.chula.ac.th
This paper investigates one of the most famous seasonal anomalies, namely Halloween
effect. It is based on the observation that return during November to April so-called winter …
effect. It is based on the observation that return during November to April so-called winter …