Economics, Econometrics and Finance
4 years ago

Market crashes in India dampen positive seasonal stock market effects.

Asian Journal of Finance & Accounting
SEASONALITY AND MARKET CRASHES IN INDIAN STOCK MARKETS
Mihir Dash, Anirban Dutta, Mohit Sabharwal

Paper Summary

Seasonal effects impact monthly returns in Indian stock markets. Positive effects are seen in November, August, and December, while March shows negative effects. Market crashes lessen these seasonal patterns.

Related papers

Economics, Econometrics and Finance
8 years ago

Global stock markets realign post-crash, with NYSE leading the way.

Oil Price Shocks
Econophysics
Asset Pricing
Economics, Econometrics and Finance
8 years ago

Stock market crash of 1987 caused by speculative bubble hypothesis.

Econophysics
Economics, Econometrics and Finance
8 years ago

New method accurately predicts stock market crashes in Brazil

Econophysics
Stock Market Predictions
Oil Price Shocks