Artikel

A note on the seasonality of stock returns on the Johannesburg Stock Exchange

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.

Language
Englisch

Bibliographic citation
Journal: South African Journal of Business Management ; ISSN: 2078-5976 ; Volume: 21 ; Year: 1990 ; Issue: 1/2 ; Pages: 7-9 ; Cape Town: African Online Scientific Information Systems (AOSIS)

Classification
Management

Event
Geistige Schöpfung
(who)
Bradfield, D. J.
Event
Veröffentlichung
(who)
African Online Scientific Information Systems (AOSIS)
(where)
Cape Town
(when)
1990

DOI
doi:10.4102/sajbm.v21i1.909
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Artikel

Associated

  • Bradfield, D. J.
  • African Online Scientific Information Systems (AOSIS)

Time of origin

  • 1990

Other Objects (12)