Browsing Economic and Management Sciences by Subject "Day of the week effect"

Browsing Economic and Management Sciences by Subject "Day of the week effect"

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  • Rise and fall of calendar anomalies over a century 
    Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2019-07)
    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 ...