The September Effect
Persistent URL
Author(s)
Pierce, Preston
Date Issued
March 15, 2024
Abstract
There is extensive research in the field of stock market anomalies as well as more specifically the September Effect. This anomaly has been both supported and contested by research in economic studies all around the world and over many sectors. However, even more interestingly many works have attempted to find the reasoning behind the anomaly. The research has many applications in the field of economics especially surrounding the efficient market hypothesis. I delve into the occurrence of the September Effect on indexes in recent history and test some of the more convincing arguments and hypotheses within my specific framework. In order to produce my results I review current literature, look into algorithm correlation between the market and September, and produce indicators that I believe can help support or discredit the current theories in order to give a clearer sense of stock market anomalies, the September Effect and the the efficientmarket hypothesis. Readers should have a better understanding of these topics and take away new information surrounding the correlations between the September Effect and indicators believed to be related.
Major
Economics
Honors
Business and Economics, 2024
First Reader(s)
Navarro-Sanchez, Francisco
Other Reader(s)
Nonnenmacher, Tomas W.
Department
Business and Economics
Type of Publication
Senior Project Paper
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Name
Final Product Comp- Preston Pierce.pdf
Size
1.06 MB
Format
Adobe PDF
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