The other January effect
Streetlore since at least 1973 has touted the market return in January as a predictor of
market returns for the remainder of the year. We systematically examine the predictive power …
market returns for the remainder of the year. We systematically examine the predictive power …
The other January effect: International evidence
MT Bohl, CA Salm - The European Journal of Finance, 2010 - Taylor & Francis
This paper investigates the predictive power of stock market returns in January for the
subsequent 11 months' returns across 19 countries, thereby contributing to the literature on …
subsequent 11 months' returns across 19 countries, thereby contributing to the literature on …
The other January effect: evidence against market efficiency?
BR Marshall, N Visaltanachoti - Journal of Banking & Finance, 2010 - Elsevier
The Other January Effect (OJE), which suggests positive (negative) equity market returns in
January predict positive (negative) returns in the following 11months of the year …
January predict positive (negative) returns in the following 11months of the year …
The January barometer in emerging markets: New evidence from the Gulf Cooperation Council stock exchanges
C Siriopoulos, L Youssef - Investment Management and …, 2019 - zuscholars.zu.ac.ae
Abstract© Costas Siriopoulos, Layal Youssef, 2019 International investors' interest in the
capital markets in the region of Gulf countries has dramatically increased in last two …
capital markets in the region of Gulf countries has dramatically increased in last two …
[PDF][PDF] Does the Other January Effect Have Market Timing Ability?
BR Marshall, N Visaltanachoti - 2009 - academia.edu
Abstract The Other January Effect (OJE), which suggests positive (negative) equity market
returns in January predict positive (negative) returns in the following 11 months of the year …
returns in January predict positive (negative) returns in the following 11 months of the year …
January effect on stock returns
MM John - 2012 - erepository.uonbi.ac.ke
The presence of the seasonal or January effect in stock returns has been reported in several
developed and emerging stock markets. Over the last couple of decades, there has been a …
developed and emerging stock markets. Over the last couple of decades, there has been a …
[CITATION][C] The Index of Consumer Sentiment and the Other January Effect
[CITATION][C] How Accurate is the January Barometer?
BR Marshall, N Visaltanachoti
[CITATION][C] The other January Effect: Nothing more than a statistical artifcat
MT Bohl, CA Salm - 2008 - Working Paper, Westfalische …