Please note that Internet Explorer version 8. Please refer to this blog post for more information. Investors look for opportunities to increase returns and therefore apply different trade strategies.

Nasdaq Baltic - Nasdaq

One of the options is to make use of market anomalies. Purpose of this paper is to investigate trends of seasonality evidences in the Baltic stock markets and to determine whether trading strategy based on seasonal anomalies allow an investor to earn abnormal profit.

In our research, the daily log return indexes of Nasdaq OMX Tallinn, Nasdaq OMX Riga, and Nasdaq OMX Vilnius in Baltic stock exchange were analyzed for the period of — The methodology of the research employed in investigating seasonality in daily returns, entails estimating a regression with dummies to capture month effects or Halloween effect.

Baltic - Listed Companies - Nasdaq

Peer-review under responsibility of Kaunas University of Technology, School of Economics and Business. Journals Books Register Sign in Sign in using your ScienceDirect credentials Username.

Forgotten username or password? Sign in via your institution OpenAthens Other institution Recent Institutions.

Sign in using your ScienceDirect credentials Username. Download full text in PDF Download.

Nasdaq Baltic

JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. Procedia - Social and Behavioral Sciences Volume , 1 December , Pages open access.

Author links open the author workspace. Opens the author workspace Opens the author workspace Jurgita Stankeviciene. Kaunas University of Technology, K. Under a Creative Commons license. Abstract Investors look for opportunities to increase returns and therefore apply different trade strategies.

Keywords Baltic Stock Markets. Download full text in PDF. Published by Elsevier Ltd.

Elsevier About ScienceDirect Remote access Shopping cart Contact and support Terms and conditions Privacy policy. Cookies are used by this site.

For more information, visit the cookies page.