Monthly and semi-annual seasonality in the Irish equity market 1934-2000
AbstractThis paper examines the monthly and semi-annual behaviour of the Irish equity market in the long term. Little has previously been written about the Irish market, and such work as has been undertaken has confined examination to relatively short time spans. The paper finds, over the 1934-2000 period, a strong and persistent monthly effect with a January peak, as well as evidence of April and half-year seasonality.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Financial Economics.
Volume (Year): 14 (2004)
Issue (Month): 3 ()
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