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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier Inc.
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |