Work

Evidence on the seasonality of stock market prices of firms traded on organized markets

Year: 2005

Type: article

Abstract: Studies of capital market efficiency are important because they infer that there are predictable properties of the time series of prices of traded securities on organized markets. The weak form of the efficient markets hypothesis is put in dispute by the results of this study. Furthermore, this study of individual securities prices of US traded securities corroborates previous findings of studies of stock market indexes both in the USA and for foreign stock exchanges that seasonality is present in the times of securities prices.

Source: Applied Economics Letters

DOI: 10.1080/13504850500123288

Authors: Jeffrey Jarrett *, Eric Kyper

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2018426848

FWCI: 3.992

Cites: 15

Cited by: 17

Related to: 10