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Calendar Effects in Indian Stock Market
Calendar Effects in Indian Stock Market
Calendar Effects in Indian Stock Market
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Calendar Effects in Indian Stock Market

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I find two distinct calendar effects in returns for the Indian stock market. More specifically, find a November-December effect in which document that mean returns for November and December are significantly greater than those of the other ten months.

LanguageEnglish
Release dateApr 29, 2016
ISBN9781511886789
Calendar Effects in Indian Stock Market
Author

Dr.Priya Rawal

“What we learn from our experience is something we called our attitude which make you stand different from the crowd”

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    Calendar Effects in Indian Stock Market - Dr.Priya Rawal

    Calendar Effects in Indian Stock Market

    Preface

    I find two distinct calendar effects in returns for the Indian stock market. More specifically, find a November-December effect in which document that mean returns for November and December are significantly greater than those of the other ten months. I also identify a March-to- April & May effect in which mean returns for the months March to May are significantly less than those during the other nine months. Further demonstrate that these are two distinct effects that are independent of each other.

    Acknowledgements

    Without the unconditional love of my brother Mr. Puneet Kumar Rawal, my parents Mr. K.V.S Rawal (father) & S.K Rawal (mother), I would not have dared to begin and complete my book. They have always been on my side and backed me to fulfil my desires in anything I choose to pursue. I have got to be grateful to my beloved family members, friends and well-wishers for the constant inspiration, support and prayers they rendered for the completion of this work. Last but not the least, I kneel down in profound humility and deep

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