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494 End-of-Month Rally_ Does the Turn of the Month Effect Still Work Today
The end-of-month rally, also known as the "Turn of the Month Effect", is one of the most well-known seasonal anomalies in financial markets. According to numerous studies, stock and index returns tend to concentrate during the last trading days of the month and the first trading days of the new month. But does this effect still work today? In this podcast, we analyze more than 100 years of historical Dow Jones data, from 1910 to the present day, to determine whether the end-of-month rally has remained stable over time, how it behaved across different market regimes, and what may actually be…
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