Essays about: "weekend-effect"

Showing result 6 - 6 of 6 essays containing the word weekend-effect.

  1. 6. Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index

    University essay from Internationella Handelshögskolan

    Author : Marcus Davidsson; [2006]
    Keywords : Anomalies; S P 500; Calendar affects;

    Abstract : 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