Global ETD Search
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Showing 1 to 2 of 2 for “"Calendar anomalies"”.
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A comprehensive analysis of calendar anomalies in mature and emerging markets: essays on the major calendar anomalies in the US and Saudi markets
… begins with a comprehensive study on 4 major calendar anomalies at industry level in the US market for 90 years which include a break point period in 1952. Daily returns are examined for the weekday, turn-of-the-month, January and Halloween effects and the results confirm that the effects of …
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An analysis of monthly calendar anomalies in the Pakistani stock market: a study of the Gregorian and Islamic calendars
… regularities has been based on the Gregorian calendar; by contrast, little attention has been given to other calendars based on different religions or cultures. This thesis examines monthly calendar anomalies in the Pakistani stock market for both the Gregorian calendar and its Islamic …