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Relevant bibliographies by topics / January effect

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Journal articles

Academic literature on the topic 'January effect'

Author: Grafiati

Published: 4 June 2021

Last updated: 12 June 2025

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Journal articles on the topic "January effect"

1

Haug, Mark, and Mark Hirschey. "The January Effect." Financial Analysts Journal 62, no. 5 (2006): 78–88. http://dx.doi.org/10.2469/faj.v62.n5.4284.

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2

Pradhuman, Satya Dev. "The January Effect." Journal of Investing 5, no. 4 (1996): 75–78. http://dx.doi.org/10.3905/joi.5.4.75.

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3

Cheng, Lester C. "The Other January Effect." CFA Digest 37, no. 2 (2007): 62–63. http://dx.doi.org/10.2469/dig.v37.n2.4604.

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4

Thaler, Richard H. "Anomalies: The January Effect." Journal of Economic Perspectives 1, no. 1 (1987): 197–201. http://dx.doi.org/10.1257/jep.1.1.197.

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Abstract:

This feature will report successful searches for disconfirming evidence -- economic anomalies. As suggested by Thomas Kuhn, an economic anomaly is a result inconsistent with the present economics paradigm. Economics is distinguished from other social sciences by the belief that most (all?) behavior can be explained by assuming that agents have stable, well-defined preferences and make rational choices consistent with those preferences in markets that (eventually) clear. An empirical result is anomalous if it is difficult to “rationalize,” or if implausible assumptions are necessary to explain it within the paradigm. The first anomaly we will discuss is the “January effect.” Stock prices tend to rise in January, particularly the prices of small firms and firms whose stock price has declined substantially over the past few years. Also, risky stocks earn most of their risk premiums in January.

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5

COOPER, M., J. MCCONNELL, and A. OVTCHINNIKOV. "The other January effect☆." Journal of Financial Economics 82, no. 2 (2006): 315–41. http://dx.doi.org/10.1016/j.jfineco.2006.03.001.

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6

Plastun, Alex, and Vyacheslav Plastun. "January effect: 200 years of evolution in the us stock market." Geopolitics under Globalization 2, no. 1 (2018): 27–33. http://dx.doi.org/10.21511/gg.02(1).2018.04.

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This paper is a comprehensive investigation of the January Effect evolution in the US stock market over the period 1791–2015. It employs various statistical techniques (average analysis, Student’s t-test, ANOVA, Mann-Whitney test) and a trading simulation approach to analyze the evolution of this anomaly. The results suggest that January effect during the XVIII–XXI century passed the way from rise to fall. The rise of the January Effect starts in the end of the XIX century and this anomaly mostly disappeared in middle of the XX century. Nowadays the January Effect is not present in the US stock market, but even today January stays one of the best months for purchases in the US stock market.

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7

Franses, Philip Hans. "Correcting the January optimism effect." Journal of Forecasting 39, no. 6 (2020): 927–33. http://dx.doi.org/10.1002/for.2670.

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8

Sun, Qian, and Wilson H. S. Tong. "Risk and the January effect." Journal of Banking & Finance 34, no. 5 (2010): 965–74. http://dx.doi.org/10.1016/j.jbankfin.2009.10.005.

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9

Munica, Firrisa Tsamara, and Irni Yunita. "ANALISIS JANUARY EFFECT TERHADAP INDEKS HARGA SAHAM GABUNGAN DI BURSA EFEK INDONESIA PERIODE 2015-2019." Jurnal Mitra Manajemen 4, no. 1 (2020): 76–85. http://dx.doi.org/10.52160/ejmm.v4i1.323.

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January effect adalah kondisi dimana return saham bulan Januari lebih tinggi dari rata-rata return bulan selain Januari. Tujuan dari penelitian ini adalah untuk mengetahui apakah terjadi January effect di Bursa Efek Indonesia atau tidak terjadi. Jika ada perbedaan return saham bulan Januari dengan rata-rata return bulan selain januari maka terjadi January effect, begitu pula sebaliknya. Data yang digunakan dalam penelitian ini adalah data sekunder. Penelitian ini menggunakan sampel seluruh perusahaan yang terdaftar di Bursa Efek Indonesia periode 2015-2019 dengan menggunakan data Indeks Harga Saham Gabungan (IHSG). Analisis data yang digunakan dalam penelitian ini adalah Uji One way ANOVA. Hasil dari analisis data yang telah dilakukan menunjukkan bahwa tidak terdapat perbedaan return saham pada bulan Januari dengan rata-rata return saham selain bulan Januari di Bursa Efek Indonesia periode 2015-2019, sehingga dapat disimpulkan bahwa di Bursa Efek Indonesia Periode 2015-2019 tidak terjadi January effect.

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10

Keim, Donald B. "Dividend yields and the January effect." Journal of Portfolio Management 12, no. 2 (1986): 54–60. http://dx.doi.org/10.3905/jpm.1986.409042.

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