Agricultural Commodity Markets and the Turn of the Month Effect
Efekt prelomu mesiaca (Turn of the month effect -ToM) je kalendárna anomália, keď sa väčšina výnosov aktíva sústreďuje do niekoľkých dní okolo konca starého mesiaca a začiatku nového. Až doteraz vyšetrovanie ToM efektu bolo zamerané hlavne na akciové trhy. Tento dokument však skúma prítomnosť efektu...
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