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In this project, we used the Capital Assets Pricing Model (CAPM) to test for the ‘January effect’  a calendar‐related market anomaly in the financial market where financial security prices increase in the month of January.
Please refer to "Chapter 2 – The Capital Asset Pricing Model: An Application of Bivariate Regression Analysis" of the book "The Practice of Econometrics" by Ernst R. Bernd for the test data, background and problem statement.
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