January Effect in EU Stock Market

7 Pages Posted: 27 Nov 2015

Date Written: November 25, 2015

Abstract

In EU (2008-2014, monthly data) regarding the variation of stock returns “January effect” does not matter, while EU follows the USA stock returns and finally southern regions (who are mostly hit by the crisis) tend to have a negative impact on stock returns. The elaboration of panel data became feasible through the Eviews software package.

Keywords: Europe, USA, Corporate governance, Economic growth, Geographical (Regional economics), Capital Market, January Effect, Economic Crisis, Panel data analysis and Econometric regressions

JEL Classification: N1, N2, F43, R1, G12, C23

Suggested Citation

Georgiou, Miltiades N., January Effect in EU Stock Market (November 25, 2015). Available at SSRN: https://ssrn.com/abstract=2695487 or http://dx.doi.org/10.2139/ssrn.2695487

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
164
Abstract Views
971
Rank
327,446
PlumX Metrics