The Analysis of the Monthly Effect in the Peruvian Stock Market
Journal Title: International Journal of Social Science And Human Research - Year 2024, Vol 7, Issue 08
Abstract
In this study we analyze the existence of the monthly effect in the Lima Stock Exchange of Peru through investigating the indices of IGBVL, ISBVL, and IPS-15, respectively. The study applies the methodology of the regression model with monthly data. The results indicates that the market anomaly exists and higher returns on investments occurs in October compared with other months of the year from 1999 to 2010.
Authors and Affiliations
Huey Ming Yen , Wen Chin Hsiao, Miguel Santamaria , Wen Cheng Hsiao
Keywords
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- EP ID EP743174
- DOI 10.47191/ijsshr/v7-i08-81
- Views 29
- Downloads 0
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