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G. Singatullina

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Author: G. SingatullinaYear: 2019clear all
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6th International Scientific Conference on Social Sciences and Arts SGEM 2019
Publication

THE USE OF CALENDAR ANOMALIES OF THE RUSSIAN STOCK MARKET TO INCREASE THE PROFITABILITY OF THE INVESTMENT PORTFOLIO

(STEF92 Technology, 2019, G. Singatullina, B.Yakupov)

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The article analyzes the monthly growth of the MOEX Russia Index from 2005 to 2018. The average values of the index growth for each month over 13 years were found. The decline dynamics of the MOEX Russia Index on average during the study period in the spring months were revealed, in contrast to growth in other months of the year. Two identical investment portfolios were compared from 2005 to 2018, the first of which remained open during the entire period, the second was closed in the spring months of the year, i.e...

SOCIAL SCIENCES: Section Economics and Finance2019
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