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Global Turn-of-the-Month Effect – An Update

by Dimitri Speck
Acting Man

In Other Global Markets the “Turn-of-the-Month” Effect Generates Even Bigger Returns than in the US

The “turn-of-the-month” effect is one of the most fascinating stock market phenomena. It describes the fact that price gains primarily tend to occur around the turn of the month. By contrast, the rest of the time around the middle of the month is typically far less profitable for investors.

[…] The effect has been studied extensively in the US market. In the last issue of Seasonal Insights I have shown a table detailing the extent of the “turn-of-the-month” effect in the eleven largest international stock markets.

The result was that overseas markets also tend to be significantly stronger around the turn of the month than around the middle of the month – in fact, in all countries under review the effect was even more pronounced than in the US.

Continue Reading at Acting-Man.com…

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