- Article
The Month-of-the-Year Effect in the European, American, Australian and Asian Markets
- Gualter Couto,
- Pedro Pimentel,
- Catarina Barbosa and
- Rui Alexandre Castanho
This paper examines the existence of the month-of-the-year effects in four different continents, namely Europe, Asia, America, and Oceania. Nine indexes were analyzed in order to verify differences between monthly returns from January 1990 to Decembe...

