Календарні Закономірності Розподілу Дохідності Та Волатильності На Українському Фондовому Ринку
[The calendar regularity of earnings and volatility distribution on the Ukrainian stock market]
The theoretical aspects of calendar effects and anomalies on the Ukrainian stock market and the empirical evidences of monthly returns and volatility of PFTS-index are examined. A strong evidence of a calendar effect i.e. December effect on Ukrainian PFTS exchange was found. It can be explained due to the cyclical character of some industries, cyclical shares, calendar character of exchange rate fluctuations and self-fulfilling prophecies of investors.
|Date of creation:||2011|
|Date of revision:||2011|
|Publication status:||Published in Матеріали ІХ Міжнародної науково-практичної конференції студентів, аспірантів та молодих вчених "Шевченківська весна 2011" 9.1(2011): pp. 280-282|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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