INVESTIGATES THE CALENDAR EFFECTS ON CHANGE OF INDEX AND INDUSTRY RETURN

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

HANIFI FARHAD; MUSAVI EYVANAKI S.M.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2011 | Volume:2 | Issue:7 Page(s): 167-186

Download Full-Text

Persian Verion

View:

1,168

Download:

Cites:

Information Journal Paper

Title

INVESTIGATES THE CALENDAR EFFECTS ON CHANGE OF INDEX AND INDUSTRY RETURN

Author(s)

HANIFI FARHAD | MUSAVI EYVANAKI S.M. | Issue Writer Certificate

Keywords

EMHQ2

BEHAVIOR FINANCEQ2

MARKET ASSYMETRICQ2

Abstract

This paper investigates the calendar effects on change of index and industry return. So author consider calendar anomalies on two formwork one of them is monthly effect and other one is day of week effect In this research was used two statistics model, sign test and fridman models. Then with use them test data related to tehran stuck exchange return based (7) index (total price, finance, industry, 50best company and tree industry with high market value) since 1380-1387.Result of research show effect of shamsi month in someone are approve like negative effect of mehr month in some index and positive effect of farvardin on stock exchange of Tehran but in some index effect of ghamari month are not approve. at the end about day of week effect in some index are used ,effect of negative Sunday and positive Saturday and weandsday effect are approve.

Cites

No record.

References

No record.

Cite

APA: Copy

HANIFI, FARHAD, & MUSAVI EYVANAKI, S.M.. (2011). INVESTIGATES THE CALENDAR EFFECTS ON CHANGE OF INDEX AND INDUSTRY RETURN. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 2(7), 167-186. SID. https://sid.ir/paper/197890/en

Vancouver: Copy

HANIFI FARHAD, MUSAVI EYVANAKI S.M.. INVESTIGATES THE CALENDAR EFFECTS ON CHANGE OF INDEX AND INDUSTRY RETURN. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2011;2(7):167-186. Available from: https://sid.ir/paper/197890/en

IEEE: Copy

FARHAD HANIFI, and S.M. MUSAVI EYVANAKI, “INVESTIGATES THE CALENDAR EFFECTS ON CHANGE OF INDEX AND INDUSTRY RETURN,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 2, no. 7, pp. 167–186, 2011, [Online]. Available: https://sid.ir/paper/197890/en

Related Journal Papers