Stock exchanges and seasons

[ X ]

Tarih

2012

Dergi Başlığı

Dergi ISSN

Cilt Başlığı

Yayıncı

Erişim Hakkı

info:eu-repo/semantics/closedAccess

Özet

In this study, the effect of seasonal changes to index returns of stock exchanges have been analyzed. In the study, 11 countries in the North Hemisphere and 6 countries in the South Hemisphere have been used. Analysis period covers the years between 2000- 2010. According to descriptive statistical results, stock exchanges of countries might be affected by seasonal changes. This interaction level differs among countries. Despite this, according to hypothesis testing results, the seasonal division of years composing analysis period as spring-summer and autumn-winter in the form of two independent sample groups does not give significant results statistically. Two independent samples come from a universe with the same distribution. © EuroJournals Publishing, Inc. 2012.

Açıklama

Anahtar Kelimeler

Behavioral Finace, Invester Sentiment, Seasonal Affective Disorder, Social Mood, Stock Exchanges

Kaynak

International Research Journal of Finance and Economics

WoS Q Değeri

Scopus Q Değeri

N/A

Cilt

83

Sayı

Künye