Essays about: "weekend-effect"
Showing result 6 - 6 of 6 essays containing the word weekend-effect.
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6. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index
University essay from Internationella HandelshögskolanAbstract : This thesis investigates the Day-of-the-week, Month-of-the-year and Quarter-of-the-year effects. Historical data from the S&P 500 index between 1970- 2005 is analyzed. The purpose is to investigate if there is any evidence of increased returns (ROR) pattern related to seasonality during this period. READ MORE