Browsing Theses and Dissertations by Author "581fc7e2-9adc-4d05-82cb-509a2a49b5bf"
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A test of turn of the month effect at the Nairobi securities exchange
Langat, Kipyegon (University of Nairobi, 2014-11)The turn of the month effect is a stock market anomaly in which the mean stock return is higher during the first half of the month and lower during the latter half of the same month. This is a critical departure from the ...