Study of the Calendar Effects of the Russian Stock Market

被引：0

作者：

Lukasevich, Igor ^{[1
]}

Kozenkova, Tatjana ^{[2
]}

机构：

[1] Financial Univ Govt Russian Federat, Moscow, Russia

[2] MBA Acad, Moscow, Russia

来源：

EDUCATION EXCELLENCE AND INNOVATION MANAGEMENT THROUGH VISION 2020 | 2019年

关键词：

calendar effects; modeling; stock markets; the "January" effect; the "Monday" effect; the informational efficient-market hypothesis (EMH); PATTERNS; RETURNS;

D O I：

暂无

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

The paper presents the results of an empirical study of calendar effects in the Russian stock market for the period of 2007 - 2018. Using the example of Russian stock indices, a technique for modeling the analysis of price effects on large arrays of real data is demonstrated with the help of modern information technologies. Practical recommendations on the use of market effects by investors in modern conditions are given.

引用

页码：3545 / 3554

页数：10

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