Stock Market Anomalies : A Literature Review and Estimation of Calendar affects on the S&P 500 index
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...
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| Format: | Others |
| Language: | English |
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Högskolan i Jönköping, Internationella Handelshögskolan
2006
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-315 |