The Anatomy of Anomalies in the Swedish Stock Market

The Anatomy of Anomalies in the Swedish Stock Market

Xiang Gao

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Shouhao Li

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Illinois Institute of Technology

The Anatomy of Anomalies in the Swedish Stock Market

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Abstract

The previous literature documents stock market anomalies that challenge the Efficient Market Hypothesis (EMH), such as the January effect, weekend effect, ex-right day effect, exdividend effect, momentum, and reversal. In this paper, we provide additional international evidence on the existence of these anomalies in the Sweden stock market by using a unique panel dataset from 1912 to 1978. Our findings are important for understanding both the Sweden stock market and the Efficient Market Hypothesis (EMH).

References

28 Cites in Article

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Xiang Gao. 2019. \u201cThe Anatomy of Anomalies in the Swedish Stock Market\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 19 (GJMBR Volume 19 Issue C4).

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GJMBR Volume 19 Issue C4

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Keywords

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Classification

GJMBR-C Classification JEL Code: H54

F65

Submission ReceivedDecember 8, 2018
Peer Review Double Blind
Handling Editor
Accepted January 5, 2019
Published January 15, 2019

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v1.2

Issue date

May 31, 2019

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Article Matrices

Total Score: 132

Country: United States

Subject: Global Journal of Management and Business Research - C: Finance

Authors: Xiang Gao, Shouhao Li (PhD/Dr. count: 0)

View Count (all-time): 204

Total Views (Real + Logic): 2751

Total Downloads (simulated): 1365

Publish Date: 2019 05, Fri

Monthly Totals (Real + Logic):

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Total Views: 2751

Total Downloads: 1365

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