References
[1]. AL-Rjoub, Samer A. M. (2002), "Market anomalies in
the United States stock market: New evidence", Working
paper series, http://proquest.umi.com/pqdweb?
did=764776791 & sid =9&Fmfc=2&clientId=3224 &
RQT=309&VName=PQD.
[2]. Athannassakos, G. (1997), "Firm size, stock return
seasonality, and the trading pattern of individual investors:
the Canadian experience", Journal of Investing, Vol. 6 No.
3, pp. 75-86.
[3]. Boudreaux, Denis 0.(1995), "Monthly Effect in
International Stock Markets: Evidences and Implications".
Journal of Financial and Strategic Decisions, Vol. 8, No. 1,
pp. 15-20.
[4]. Chan, Hongui and Vijay, Singal (2004), "All things
considered taxes drive the January effect", The Journal of
Financial Research, Vol. XXVII, No. 3, pp.351 -372.
[5]. Chatterjee, Amitava and Maniam, Balasundram
(1997), "Market anomalies revisited", Journal of Applied
Business Research, Vol. 13, Issue. 4, pp. 47-56.
[6]. Dhankar, Raj S. and Chakravarty, Madhumita (2006),
"Are there Calendar Anomalies in the Bourses of South
Asia?" Finance India, Vol. XX, No. 3, September, pp. 881-
893.
[7]. Gao Lei and Kling Gerhard (2005), "Calendar Effects
in Chinese Stock Market", Annals of Economics and
Finance, Vol. 6, pp. 75-88.
[8]. Gultekin, M.N., and Gultekin, N.B. (1983), "Stock
market seasonality: International evidence". Journal of
Financial Economics, Vol. 12, pp. 469-81.
[9]. Jaffe, J. F., R. Westerfield, and C. Ma, (1989), "A twist
on the Monday effect in stock prices: Evidence from the
US and foreign stock markets", Journal of Banking and
Finance (part A), pp. 641 -650.
[10]. Jacobs and Kenneth (1988), Equity Management:
Quantitative Analysis for Stock Selection, McGraw- Hill
Companies, New York.
[11]. Keim (1983), Size related anomalies and stock return
seasonality: Further empirical evidence, Journal of
Financial Economics 12, pp. 13-32.
[12]. Lakonishok, J., & Smidt, S. (1988), 'Are seasonal
anomalies real? a ninety-year perspective', Review of
Financial Studies 1, 403–425.
[13]. Johnston and Cox (1996), “The Influence of Tax-Loss
Selling by Individual Investors in Explaining the January
Effect”, Quarterly Journal of Business and Economics, Vol.
35, 1996.
[14]. Lee (1992), Stock Market Seasonality: Some
Evidence From The Pacific-Basin Countries, Journal of
Business Finance & Accounting, Volume 19, Issue 2,
pages 199–210.
[15]. Tan and Tat (1998), “The Diminishing Calendar
Anomalies in the Stock Exchange of Singapore.” Applied
Financial Economics 8(1) 119-125.
[16]. Pandey, I.M. (2002). "Is There Seasonality in the
Sensex Monthly Returns?" IIMA Working papers, Indian
Institute of Management Ahmedabad, Research and
Publication Department.
[17]. Maghyereh, Aktham Issa (2003), "Seasonality and
January Effect Anomalies in the Jordanian Capital
Market". Available at SSRN :
http://ssrn.com/abstract=441081 o r D O I :
10.2139/ssrn.441081.
[18].Tonchev, D., and Kim, T-H. (2004). “Calendar Effects
in Eastern European Financial Markets: Evidence from the
Czech Republic, Slovakia and Slovenia”, Applied
Economic Letters, 14: 1035-1043
[19].Mitchell, J., and Ong, L. (2006). “Seasonalities in
China's Stock Markets: Cultural or Structural?” IMF working
paper, WP/06/04.
[20]. Kolahi (2006), Turn-of-the month effect for the
European stock market, Research Project (M.B.A.) -
Faculty of Business Administration-Simon Fraser University,
Canada.
[21]. Wafa, Liew and Chia, (2007), “Calendar anomalies
in the Malaysian stock market”, Munich Personal RePEc
Archive (MRPA) Paper No. 516, posted 07. November
2007, Online at http://mpra.ub.uni-muenchen.de/516/
