Please use this identifier to cite or link to this item: http://essuir.sumdu.edu.ua/handle/123456789/72335
Title: January effect: 200 years of evolution in the us stock market
Authors: Plastun, Oleksii Leonidovych 
Пластун, В.
Keywords: гіпотеза ефективного ринку
гипотеза эффективного рынка
efficient market hypothesis
фінансові ринки
финансовые рынки
financial markets
календарні аномалії
календарные аномалии
Calendar Anomalies
Issue Year: 2018
Publisher: LLC “СPС “Business Perspectives”
Citation: Plastun, A. January effect: 200 years of evolution in the us stock market / A. Plastun, V. Plastun //Geopolitics under Globalization. - 2(1). - 27-33. doi:https://doi.org/10.21511/gg.02(1).2018.04.
Abstract: This paper is a comprehensive investigation of the January Effect evolution in the US stock market over the period 1791–2015. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, Mann-Whitney test) and a trading simulation approach to analyze the evolution of this anomaly. The results suggest that January effect during the XVIII–XXI century passed the way from rise to fall. The rise of the January Effect starts in the end of the XIX century and this anomaly mostly disappeared in middle of the XX century. Nowadays the January Effect is not present in the US stock market, but even today January stays one of the best months for purchases in the US stock market.
URI: http://essuir.sumdu.edu.ua/handle/123456789/72335
Type: Article
Appears in Collections:Наукові видання (ННІ БТ)

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