This paper examines 19 country stock market indices for recent evidence of the turn-of-the-month
(TOM) pattern in daily stock returns using both parametric and nonparametric …

Capital budgeting is one of the most important strategic decisions that face financial managers.
It is the process where the firm identifies, analyzes, and selects long-term projects. One …

Directly linking advertising creativity and effectiveness to a firm's financial performance
continues to be a central goal of practitioners and academics alike. Thus, this research …

Purpose – This study aims to examine the market returns of the Ukrainian stock and bond
markets to determine whether they exhibit calendar anomalies including the January effect, …

… This research was started while Kunkel was at the University of Tennessee. Any errors are
the authors’ responsibility. … DeGennaro, Kunkel, and Lee … DeGennaro, Kunkel, and Lee …

By applying knowledge of the “turn-of-the-month” effect investors will improve the risk-adjusted
performance of their retirement accounts by using a simple and easily implemented “…

Purpose – This study seeks to examine the market returns of five domestic real estate investment
trust (REIT) indices to determine whether they exhibit a turn‐of‐the‐month (TOM) effect. …

We examine the intertemporal relationship between firm size and systematic risk. Prior to 1980
small firms tended to have greater systematic risk than large firms. After 1980 larger firms …

This study investigates the feasibility of using individual retirement accounts to exploit well-known
calendar anomalies in the financial markets. We find no evidence of either a January …

Purpose – The purpose of this paper is to examine how the Andersen implosion over Enron
impacted Fortune 500 firms that were competitors of Enron and/or audited by Andersen. This …