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What is Stock Market Seasonality in India about?

The document examines stock market seasonality effects in the Indian stock market (NSE) from April 2002 to March 2012. It analyzes the day of the week effect using daily closing prices from April 2007 to March 2012 and the month of the year effect from April 2002 to March 2012. Statistical tests like the Kruskal-Wallis test and one-way ANOVA are used. The results found no significant difference in average daily returns across weekdays, indicating no day of the week effect. Similarly, results found no signif

Author

MANOJ KUMAR

Language

EN