Analysis of Calendar anomalies in National Stock Exchange of India "NSE" – Ing. Danial Hasan
Ing. Danial Hasan
Master's thesis
Analysis of Calendar anomalies in National Stock Exchange of India "NSE"
Analysis of Calendar anomalies in National Stock Exchange of India "NSE"
Abstract:
This study examined whether calendar anomalies existed in the National Stock Exchange of India (NSE). The observations spanned six years, from 2010 to 2015. We tested daily and monthly returns for evidence of Monday, Friday, January, April, and semi-monthly effects in three indices (NIFTY 500, NIFTY Small-Cap 250, and NIFTY Mid-Cap 150). The thesis contains three principal chapters. The introduction …more
Language used: English
Date on which the thesis was submitted / produced: 10. 1. 2017
Identifier:
https://is.muni.cz/th/wff3l/
Thesis defence
- Date of defence: 6. 2. 2017
- Supervisor: Ing. Dagmar Linnertová, Ph.D.
- Reader: Ing. Luděk Benada, Ph.D.
Citation record
ISO 690-compliant citation record:
HASAN, Danial. \textit{Analysis of Calendar anomalies in National Stock Exchange of India ''NSE''}. Online. Master's thesis. Brno: Masaryk University, Faculty of Economics and Administration. 2017. Available from: https://theses.cz/id/l62dcc/.
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance and Accounting / Finance (eng.)
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