Essays about: "Holiday effect abroad"

Found 1 essay containing the words Holiday effect abroad.

  1. 1. Trading Opportunities You Missed on the Swedish Equity Market : An Analysis of the Persistence of Calendar Anomalies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Markus Halldestam; Katarina Karlsson; [2018]
    Keywords : Calendar anomalies; Seasonal anomalies; Abnormal return; Sweden; Equity market; Day of the week; Monday effect; Weekend effect; Turn of the year; January effect; Turn of the month; Holiday effect; Holiday effect abroad;

    Abstract : This Study uses a period between 1939-2017 to analyse calendar anomalies on the Swedish equity market. We test whether calendar anomalies’ return deviates from the return of ordinary trading days. READ MORE