From: The turn-of-the-month effect in Pakistani stock market
Period | N | Mean | Median | SD | Kurt | Skew | Min | Max |
---|---|---|---|---|---|---|---|---|
2013–2018 | 1505 | 0.058 | 0.0523 | 0.9417 | 2.710 | − 0.308 | − 4.65 | 4.51 |
2013 | 251 | 0.1743 | 0.176 | 0.927 | 1.254 | − 0.36 | 5.87 | − 3.15 |
2014 | 252 | 0.098 | 0.090 | 0.819 | 4.229 | − 0.569 | − 4.455 | 2.856 |
2015 | 252 | 0.012 | − 0.0.13 | 0.905 | 4.594 | − 0.265 | − 4.111 | 4.517 |
2016 | 252 | 0.152 | 0.106 | 0.715 | 2.812 | 0.367 | − 2.21 | 3.52 |
2017 | 251 | − 0.059 | − 0.014 | 1.145 | 1.876 | − 0.472 | − 4.653 | 3.224 |
2018 | 247 | − 0.029 | − 0.118 | 1.059 | 1.415 | 0.141 | − 3.385 | 4.126 |