Rise and fall of calendar anomalies over a century

In this paper, we conduct a comprehensive investigation of calendar anomaly evolution in the US stock market (given by the Dow Jones Industrial Average) for the 1900–2018 period. We employ various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis and Mann-Whi...

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Bibliographic Details
Main Authors: Gupta, R. (Author), Plastun, A. (Author), Sibande, X. (Author), Wohar, M.E (Author)
Format: Article
Language:English
Published: Elsevier Inc. 2019
Subjects:
Online Access:View Fulltext in Publisher