Monthly Effects in Stock Returns : New Evidence from the Indian Stock Market (Record no. 28351)

MARC details
000 -LEADER
fixed length control field 01493pab a2200205 454500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140923b0 xxu||||| |||| 00| 0 eng d
040 ## - CATALOGING SOURCE
Transcribing agency Welingkar Institute of Management Development & Research, Mumbai
Original cataloging agency Welingkar Institute of Management Development & Research, Mumbai
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title ENG
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number
Item number Bod
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Bodla B S
245 ## - TITLE STATEMENT
Title Monthly Effects in Stock Returns : New Evidence from the Indian Stock Market
250 ## - EDITION STATEMENT
Edition statement 7
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.
Name of publisher, distributor, etc. Jul 2006
Date of publication, distribution, etc. 0
300 ## - PHYSICAL DESCRIPTION
Extent 5-13 Pp.
490 ## - SERIES STATEMENT
Volume/sequential designation 12
520 ## - SUMMARY, ETC.
Summary, etc. The efficiency of the capital market has raised various debatable issues all over the world. Numerous studies give evidence that the capital markets are informationally efficient and hence, cannot outperform the market consistently on the basis of price change predictions. However, some researchers have also brought into light seasonal effects/calendar anomalies in the developed markets. This paper investigates one of such anomalies (monthly effects) in an emerging capital market (Indian). For this, the daily price index (S&P CNX NIFTY) data have been collected and analyzed for the period from January 1998 to August 2005 by segmenting it into three sets, i.e., 1998-01, 2002-05, and 1998-05. The result of this study shows that the turn of the month effect and semi-monthly effect are prevalent in the Indian stock market.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock Returns, Stock Market,
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://192.168.6.13/libsuite/mm_files/Articles/AR8435.pdf">http://192.168.6.13/libsuite/mm_files/Articles/AR8435.pdf</a>
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a 24798
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
        Main Library Main Library 13/02/2007 0.00   Bod AR8435 23/09/2014 0.00 23/09/2014 Articles

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