Matches in SemOpenAlex for { <https://semopenalex.org/work/W2563554861> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W2563554861 endingPage "16" @default.
- W2563554861 startingPage "8" @default.
- W2563554861 abstract "This paper aimed to study the interaction and profitability of the five most well-established calendar effects: Halloween effect, January effect, turn-of-the-month effect, weekend effect, and Thai holiday effect. The author found that turn-of-the-month effect (TOM) and weekend effect were the strongest and most profitable effects in Thai stock markets. The equity premium over the sample during 2000–2015 was 4.40 per cent if there was TOM effect or weekend effect, and -2.13 per cent in other cases. This study narrowed down the number of calendar effects from five to two, leading to more effective and less complex summary of different seasonal effects. Keywords: calendar effects, Halloween effect, holiday effect, January effect, turn-of-the-month effect, weekend effect. JEL Classification: C12, C22" @default.
- W2563554861 created "2017-01-06" @default.
- W2563554861 creator A5041745200 @default.
- W2563554861 date "2016-12-15" @default.
- W2563554861 modified "2023-09-25" @default.
- W2563554861 title "An anatomy of calendar effects in Thailand" @default.
- W2563554861 doi "https://doi.org/10.21511/imfi.13(4).2016.01" @default.
- W2563554861 hasPublicationYear "2016" @default.
- W2563554861 type Work @default.
- W2563554861 sameAs 2563554861 @default.
- W2563554861 citedByCount "1" @default.
- W2563554861 countsByYear W25635548612021 @default.
- W2563554861 crossrefType "journal-article" @default.
- W2563554861 hasAuthorship W2563554861A5041745200 @default.
- W2563554861 hasBestOaLocation W25635548611 @default.
- W2563554861 hasConcept C10138342 @default.
- W2563554861 hasConcept C112698675 @default.
- W2563554861 hasConcept C129361004 @default.
- W2563554861 hasConcept C138885662 @default.
- W2563554861 hasConcept C144024400 @default.
- W2563554861 hasConcept C144133560 @default.
- W2563554861 hasConcept C149923435 @default.
- W2563554861 hasConcept C162324750 @default.
- W2563554861 hasConcept C166957645 @default.
- W2563554861 hasConcept C17744445 @default.
- W2563554861 hasConcept C18246116 @default.
- W2563554861 hasConcept C194828623 @default.
- W2563554861 hasConcept C199539241 @default.
- W2563554861 hasConcept C199728807 @default.
- W2563554861 hasConcept C204036174 @default.
- W2563554861 hasConcept C205649164 @default.
- W2563554861 hasConcept C2779343474 @default.
- W2563554861 hasConcept C2780299701 @default.
- W2563554861 hasConcept C2780515205 @default.
- W2563554861 hasConcept C41895202 @default.
- W2563554861 hasConcept C4249254 @default.
- W2563554861 hasConcept C56292299 @default.
- W2563554861 hasConcept C71924100 @default.
- W2563554861 hasConceptScore W2563554861C10138342 @default.
- W2563554861 hasConceptScore W2563554861C112698675 @default.
- W2563554861 hasConceptScore W2563554861C129361004 @default.
- W2563554861 hasConceptScore W2563554861C138885662 @default.
- W2563554861 hasConceptScore W2563554861C144024400 @default.
- W2563554861 hasConceptScore W2563554861C144133560 @default.
- W2563554861 hasConceptScore W2563554861C149923435 @default.
- W2563554861 hasConceptScore W2563554861C162324750 @default.
- W2563554861 hasConceptScore W2563554861C166957645 @default.
- W2563554861 hasConceptScore W2563554861C17744445 @default.
- W2563554861 hasConceptScore W2563554861C18246116 @default.
- W2563554861 hasConceptScore W2563554861C194828623 @default.
- W2563554861 hasConceptScore W2563554861C199539241 @default.
- W2563554861 hasConceptScore W2563554861C199728807 @default.
- W2563554861 hasConceptScore W2563554861C204036174 @default.
- W2563554861 hasConceptScore W2563554861C205649164 @default.
- W2563554861 hasConceptScore W2563554861C2779343474 @default.
- W2563554861 hasConceptScore W2563554861C2780299701 @default.
- W2563554861 hasConceptScore W2563554861C2780515205 @default.
- W2563554861 hasConceptScore W2563554861C41895202 @default.
- W2563554861 hasConceptScore W2563554861C4249254 @default.
- W2563554861 hasConceptScore W2563554861C56292299 @default.
- W2563554861 hasConceptScore W2563554861C71924100 @default.
- W2563554861 hasIssue "4" @default.
- W2563554861 hasLocation W25635548611 @default.
- W2563554861 hasOpenAccess W2563554861 @default.
- W2563554861 hasPrimaryLocation W25635548611 @default.
- W2563554861 hasRelatedWork W1481121792 @default.
- W2563554861 hasRelatedWork W167870544 @default.
- W2563554861 hasRelatedWork W1967669132 @default.
- W2563554861 hasRelatedWork W1971881315 @default.
- W2563554861 hasRelatedWork W2021018751 @default.
- W2563554861 hasRelatedWork W2115258045 @default.
- W2563554861 hasRelatedWork W2300968678 @default.
- W2563554861 hasRelatedWork W2335693655 @default.
- W2563554861 hasRelatedWork W2476422695 @default.
- W2563554861 hasRelatedWork W2919619522 @default.
- W2563554861 hasVolume "13" @default.
- W2563554861 isParatext "false" @default.
- W2563554861 isRetracted "false" @default.
- W2563554861 magId "2563554861" @default.
- W2563554861 workType "article" @default.