Matches in SemOpenAlex for { <https://semopenalex.org/work/W2109771079> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W2109771079 abstract "The presence of the seasonal or monthly effect in stock returns has been reported in several developed and emerging stock markets. This study investigates the existence of seasonality in India's stock market, primarily trying to detect the of the Week Effect in the Stocks listed on the National Stock Exchange. It covers the post-reform period. The study uses the Daily return data of the stocks listed on National Stock Exchange and Bombay Stock Exchange Index for the period from November 1994 to September 2007 for analysis. After examining the stationarity of the return series, by applying Kruskal Wallis test and One Way Anova i.e. using both Parametric and Non Parametric Tests, we specify an Augmented Dummy Regressive model to find the Day of the week effect monthly effect in stock returns in India. Another feature of our study was that we analysed the day of the week effect in three different phases of market ie. Consolidation Phase, Phase and the Phase. This was carried with an intention to see whether the day of the week effect was visible in these specific market phases or not. The results confirm the existence of seasonality (in the form of Day of the Week Effect) stock returns in India for 66 Stocks spanning across various sectors that we analysed - The results of the study imply that the stock market in India is inefficient, and hence, investors can time their share investments to improve returns and make abnormal profits. However the Day of the Week effect was found to be absent in the Bullish as well as the Bearish phase, which was a departure from our previous belief of the existence of this effect in all phases of the market." @default.
- W2109771079 created "2016-06-24" @default.
- W2109771079 creator A5022088985 @default.
- W2109771079 creator A5055797195 @default.
- W2109771079 date "2007-01-01" @default.
- W2109771079 modified "2023-09-23" @default.
- W2109771079 title "Day of the Week Effects in NSE Stock Returns: An Empirical Study" @default.
- W2109771079 cites W1493117078 @default.
- W2109771079 cites W1993285738 @default.
- W2109771079 cites W1995834279 @default.
- W2109771079 cites W2003125878 @default.
- W2109771079 cites W2005389990 @default.
- W2109771079 cites W2116655283 @default.
- W2109771079 cites W2139424964 @default.
- W2109771079 cites W2166215547 @default.
- W2109771079 cites W2580909728 @default.
- W2109771079 cites W2940897671 @default.
- W2109771079 doi "https://doi.org/10.2139/ssrn.1113332" @default.
- W2109771079 hasPublicationYear "2007" @default.
- W2109771079 type Work @default.
- W2109771079 sameAs 2109771079 @default.
- W2109771079 citedByCount "3" @default.
- W2109771079 countsByYear W21097710792012 @default.
- W2109771079 countsByYear W21097710792015 @default.
- W2109771079 crossrefType "journal-article" @default.
- W2109771079 hasAuthorship W2109771079A5022088985 @default.
- W2109771079 hasAuthorship W2109771079A5055797195 @default.
- W2109771079 hasConcept C10138342 @default.
- W2109771079 hasConcept C106159729 @default.
- W2109771079 hasConcept C138885662 @default.
- W2109771079 hasConcept C144133560 @default.
- W2109771079 hasConcept C149782125 @default.
- W2109771079 hasConcept C162324750 @default.
- W2109771079 hasConcept C166957645 @default.
- W2109771079 hasConcept C18246116 @default.
- W2109771079 hasConcept C200870193 @default.
- W2109771079 hasConcept C204036174 @default.
- W2109771079 hasConcept C205649164 @default.
- W2109771079 hasConcept C2779343474 @default.
- W2109771079 hasConcept C2780299701 @default.
- W2109771079 hasConcept C41895202 @default.
- W2109771079 hasConcept C556758197 @default.
- W2109771079 hasConcept C88389905 @default.
- W2109771079 hasConceptScore W2109771079C10138342 @default.
- W2109771079 hasConceptScore W2109771079C106159729 @default.
- W2109771079 hasConceptScore W2109771079C138885662 @default.
- W2109771079 hasConceptScore W2109771079C144133560 @default.
- W2109771079 hasConceptScore W2109771079C149782125 @default.
- W2109771079 hasConceptScore W2109771079C162324750 @default.
- W2109771079 hasConceptScore W2109771079C166957645 @default.
- W2109771079 hasConceptScore W2109771079C18246116 @default.
- W2109771079 hasConceptScore W2109771079C200870193 @default.
- W2109771079 hasConceptScore W2109771079C204036174 @default.
- W2109771079 hasConceptScore W2109771079C205649164 @default.
- W2109771079 hasConceptScore W2109771079C2779343474 @default.
- W2109771079 hasConceptScore W2109771079C2780299701 @default.
- W2109771079 hasConceptScore W2109771079C41895202 @default.
- W2109771079 hasConceptScore W2109771079C556758197 @default.
- W2109771079 hasConceptScore W2109771079C88389905 @default.
- W2109771079 hasLocation W21097710791 @default.
- W2109771079 hasOpenAccess W2109771079 @default.
- W2109771079 hasPrimaryLocation W21097710791 @default.
- W2109771079 hasRelatedWork W1971561509 @default.
- W2109771079 hasRelatedWork W1988513709 @default.
- W2109771079 hasRelatedWork W1994577873 @default.
- W2109771079 hasRelatedWork W1996879895 @default.
- W2109771079 hasRelatedWork W2013444265 @default.
- W2109771079 hasRelatedWork W2056210026 @default.
- W2109771079 hasRelatedWork W2183361140 @default.
- W2109771079 hasRelatedWork W2743758298 @default.
- W2109771079 hasRelatedWork W3121933910 @default.
- W2109771079 hasRelatedWork W3149328373 @default.
- W2109771079 isParatext "false" @default.
- W2109771079 isRetracted "false" @default.
- W2109771079 magId "2109771079" @default.
- W2109771079 workType "article" @default.