Efficient Market Hypothesis and the Calendar Effect on the Returns of Shares: Evidence from the Amman Stock Exchange
| المصدر: | مجلة العلوم القانونية والسياسية |
|---|---|
| الناشر: | الجمعية العلمية للبحوث والدراسات الاستراتيجية |
| المؤلف الرئيسي: | Abu Shanab, Sameh (Author) |
| مؤلفين آخرين: | Al Taani, Khalaf (Co-Author) |
| المجلد/العدد: | س8, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2018
|
| الصفحات: | 155 - 177 |
| ISSN: |
2222-7288 |
| رقم MD: | 909304 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | IslamicInfo, EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Efficient Market | Ramadan | Anomalies | Calendar Effects | January Effects | Behavioral Financial Theory | Irrational Investor
|
| رابط المحتوى: |
عدد مرات التحميل
26
| المستخلص: |
This research aims at testing the calendar effect on the returns of shares in the ASE, especially the Ramadan month the January effects. The research was applied on a sample of shares of (13) companies listed in the Amman Stock Exchange, from different sectors, for the year 2006 in comparison with year 2015. Empirical results revealed significant negative impact of Ramadan on returns and significant positive impact of January on returns. These findings are of utmost interest amidst investors, researchers and practitioners. |
|---|---|
| ISSN: |
2222-7288 |
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