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An Examination of the Month-of-the-year Effect at Damascus Securities Exchange

Yıl 2016, Cilt: 6 Sayı: 2, 573 - 577, 01.04.2016

Sulaiman Mouselli Hazem Al Samman

https://izlik.org/JA93BE92MW

Öz

This paper explores the existence of the month-of-the-year effect in a newly established exchange of Damascus Securities Exchange (DSE). It employs Ordinary Least Squares Estimates (OLS) and dummy variables for the whole working period of the exchange from 2010 to 2015. This paper confirms the existence of positive and significant returns during May compared to remaining months. Average returns in May are six percent higher than average returns during the rest of the year. A possible explanation for May effect is dividend month premium suggested by Hartzmark & Solomon (2013).

Anahtar Kelimeler

stock market efficiency calendar seasonality month-of-the-year effect Damascus Securities Exchange.

Yıl 2016, Cilt: 6 Sayı: 2, 573 - 577, 01.04.2016

Sulaiman Mouselli Hazem Al Samman

https://izlik.org/JA93BE92MW

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA67VR78GU
Yazarlar

Sulaiman Mouselli Bu kişi benim

Hazem Al Samman Bu kişi benim

Yayımlanma Tarihi 1 Nisan 2016
IZ https://izlik.org/JA93BE92MW
Yayımlandığı Sayı Yıl 2016 Cilt: 6 Sayı: 2

Kaynak Göster

APA Mouselli, S., & Samman, H. A. (2016). An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. International Journal of Economics and Financial Issues, 6(2), 573-577. https://izlik.org/JA93BE92MW
AMA 1.Mouselli S, Samman HA. An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. IJEFI. 2016;6(2):573-577. https://izlik.org/JA93BE92MW
Chicago Mouselli, Sulaiman, ve Hazem Al Samman. 2016. “An Examination of the Month-of-the-year Effect at Damascus Securities Exchange”. International Journal of Economics and Financial Issues 6 (2): 573-77. https://izlik.org/JA93BE92MW.
EndNote Mouselli S, Samman HA (01 Nisan 2016) An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. International Journal of Economics and Financial Issues 6 2 573–577.
IEEE [1]S. Mouselli ve H. A. Samman, “An Examination of the Month-of-the-year Effect at Damascus Securities Exchange”, IJEFI, c. 6, sy 2, ss. 573–577, Nis. 2016, [çevrimiçi]. Erişim adresi: https://izlik.org/JA93BE92MW
ISNAD Mouselli, Sulaiman - Samman, Hazem Al. “An Examination of the Month-of-the-year Effect at Damascus Securities Exchange”. International Journal of Economics and Financial Issues 6/2 (01 Nisan 2016): 573-577. https://izlik.org/JA93BE92MW.
JAMA 1.Mouselli S, Samman HA. An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. IJEFI. 2016;6:573–577.
MLA Mouselli, Sulaiman, ve Hazem Al Samman. “An Examination of the Month-of-the-year Effect at Damascus Securities Exchange”. International Journal of Economics and Financial Issues, c. 6, sy 2, Nisan 2016, ss. 573-7, https://izlik.org/JA93BE92MW.
Vancouver 1.Sulaiman Mouselli, Hazem Al Samman. An Examination of the Month-of-the-year Effect at Damascus Securities Exchange. IJEFI [Internet]. 01 Nisan 2016;6(2):573-7. Erişim adresi: https://izlik.org/JA93BE92MW