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
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