Article Fingerprint
ReserarchID
8NJ5V
Study of behavioral finance has been the focus of many researchers. Various researches as well as empirical analyses have been conducted in different stock markets of the world in order to verify the seasonal anomalies and to observe behavioral patterns of investors by which they earn abnormal returns. This research attempted to find anomalous behavior in two different sets of data. The first data set includes period of thirteen years from 1997 to 2010 and the second set of data consists of 11 years excluding the years of market crash 2005 & 2008. Both data sets have been tested by different data analysis tools, which reveal that some of anomalous behavior e.g. Turn of the Month (ToM) effect exists in KSE in first data set whereas the second data set is free from such anomalies.
Mr. Asif Sanaullah. 1970. \u201cHow Behavioral Aspects Affect Market Efficiency- Evidence from KSE 100 index\u201d. Global Journal of Management and Business Research - A: Administration & Management GJMBR-A Volume 12 (GJMBR Volume 12 Issue A10): .
Crossref Journal DOI 10.17406/GJMBR
Print ISSN 0975-5853
e-ISSN 2249-4588
Explore published articles in an immersive Augmented Reality environment. Our platform converts research papers into interactive 3D books, allowing readers to view and interact with content using AR and VR compatible devices.
Your published article is automatically converted into a realistic 3D book. Flip through pages and read research papers in a more engaging and interactive format.
Total Score: 105
Country: Pakistan
Subject: Global Journal of Management and Business Research - A: Administration & Management
Authors: Mr. Asif Sanaullah, Dr Syed Muhammad Amir Shah,Muhammad Ather, Ejaz Ali, Muhammad Rehan Aslam (PhD/Dr. count: 0)
View Count (all-time): 130
Total Views (Real + Logic): 20719
Total Downloads (simulated): 10926
Publish Date: 1970 01, Thu
Monthly Totals (Real + Logic):
This paper attempted to assess the attitudes of students in
Advances in technology have created the potential for a new
Inclusion has become a priority on the global educational agenda,
Study of behavioral finance has been the focus of many researchers. Various researches as well as empirical analyses have been conducted in different stock markets of the world in order to verify the seasonal anomalies and to observe behavioral patterns of investors by which they earn abnormal returns. This research attempted to find anomalous behavior in two different sets of data. The first data set includes period of thirteen years from 1997 to 2010 and the second set of data consists of 11 years excluding the years of market crash 2005 & 2008. Both data sets have been tested by different data analysis tools, which reveal that some of anomalous behavior e.g. Turn of the Month (ToM) effect exists in KSE in first data set whereas the second data set is free from such anomalies.
Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.