A Review on the Evolution of Calendar Anomalies
In this article, we provide a detailed review on the behavior of calendar anomalies (day–of–the–week, January and turn–of–month in particular) to understand their evolution over time. The research in the area of stock market indicates negative returns on Monday and positive returns on Friday; howeve...
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| Format: | Article |
| Language: | English |
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Sciendo
2017-04-01
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| Series: | Studies in Business and Economics |
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| Online Access: | https://doi.org/10.1515/sbe-2017-0008 |