The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange

F Deari, Y Ulu - Studia Universitatis „Vasile Goldis” Arad–Economics …, 2023 - ceeol.com
We examine turn of the month effect for the Macedonian Stock Exchange using daily return
data utilizing OLS and pooled regression analysis for the 10 components of the MBI10 …