Are calendar anomalies still alive and not just illusions? : a 36-years perspective in Singapore stock market.
This study investigates the effects of day-of-the-week, turn-of-the-month, turn-of-the-year and holiday (cultural and non-cultural) on Singapore stock returns between 1973 and 2008. Drawing parallel to previous research that focuses on Christmas effect on stock returns in European and USA markets, w...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/35457 |