A note on the seasonality of stock returns on the Johannesburg Stock Exchange
South African Journal of Business Management
| Field | Value | |
| Title | A note on the seasonality of stock returns on the Johannesburg Stock Exchange | |
| Creator | Bradfield, D. J. | |
| Description | Evidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empirically investigated. Surprisingly no January effects are found, however, a significant December seasonal effect is documented. A plausible explanation for this finding is offered. | |
| Publisher | AOSIS | |
| Date | 1990-03-31 | |
| Identifier | 10.4102/sajbm.v21i1/2.909 | |
| Source | South African Journal of Business Management; Vol 21, No 1/2 (1990); 7-9 2078-5976 2078-5585 | |
| Language | eng | |
| Relation |
The following web links (URLs) may trigger a file download or direct you to an alternative webpage to gain access to a publication file format of the published article:
https://sajbm.org/index.php/sajbm/article/view/909/850
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