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Sazonalidades do IBOVESPA

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  • Costa Junior, Newton Carneiro Afonso da

Abstract

This study examines the day-of-the-week and the month-of-the-year eftects in the São Paulo Stock Exchange lndex (IBOVESPA). The observed day-of-the-week eftect was similar to the U.S. stock market, showing low returns on Mondays and high returns on Fridays.

Suggested Citation

  • Costa Junior, Newton Carneiro Afonso da, 1990. "Sazonalidades do IBOVESPA," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 30(3), July.
    • Handle: RePEc:fgv:eaerae:v:30:y:1990:i:3:a:38698
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    File URL: http://bibliotecadigital.fgv.br/ojs/index.php/rae/article/view/38698
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    Cited by:

    1. Madureira, Leonardo L. & Leal, Ricardo P. C., 2001. "Elusive anomalies in the Brazilian stock market," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 123-134.

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