Essays about: "Turn-of-the-month ToM effect"

Found 2 essays containing the words Turn-of-the-month ToM effect.

1. 1. Turn-of-the-Month Effect : A study of the existence of a calendar effect on the Swedish stock market  

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Dena Afshari; Jennifer Bergman; Martin Blomberg; [2022]
   Keywords : Calendar anomaly; Turn-of-the-month ToM effect; Covid-19 pandemic;

   Abstract : This thesis investigates the existence of the turn-of-the-month (ToM) effect on the Swedish stock market and further examines whether this calendar anomaly is persistent but different during the Covid-19 pandemic. The main purpose of this study is to determine if the ToM effect is significant in the Swedish stock market over twelve years, particularly during the Covid-19 pandemic. READ MORE

3. 2. Strange Days: The Turn-of-the-month Effect in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : August Runge; Anders Zachrisson; [2013]
   Keywords : Calendar anomalies; Preferred Habitat Theory; Turn-of-the-month effect; Market efficiency; Investor liquidity;

   Abstract : We analyze daily price data for the Swedish stock market during 2003-2012 and find evidence of a turn-of-the-month effect. Furthermore, the effect in Sweden occurs earlier in the month compared to previous studies, as predicted by the preferred habitat theory. READ MORE