Analysis of changing shareholder structures on the French stock market: The CAC 40 between 2010 and 2019 (notice n° 226069)
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| fixed length control field | 01583cam a2200289 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112061226.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Finet, Alain |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Analysis of changing shareholder structures on the French stock market: The CAC 40 between 2010 and 2019 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2021.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 27 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The January effect is a supposed calendar anomaly in which market returns during January are, on average, positive and higher than those observed in other months of the year. To detect the existence of the January effect, we conducted several tests on eleven stock market indices from Central and Eastern European countries: profitability with dummy variable, volatility with the asymmetric models EGARCH and GJR-GARCH, structural breaks, and the power ratio. We find that the January effect exists on the majority of the stock markets studied, allowing financial market players to integrate this calendar anomaly into their investment strategy. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | investment strategy |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | profitability |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | January effect |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | market efficiency |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Central and Eastern Europe |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | investment strategy |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | market efficiency |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Central and Eastern Europe |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | return |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | effect January |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kristoforidis, Kevin |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | La Revue des Sciences de Gestion | 303-304 | 3 | 2021-01-29 | p. 117-124 | 1160-7742 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-revue-des-sciences-de-gestion-2020-3-page-117?lang=en">https://shs.cairn.info/journal-revue-des-sciences-de-gestion-2020-3-page-117?lang=en</a> |
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