Giovanis, Eleftherios MATLAB Routine for Bootstrapping Statistic Hypothesis for Calendar Effects in Stock Returns. Working Paper # /2009
Full text not available from this repository.
Official URL: http://ssrn.com/abstract=1522942
Abstract
This paper presents a programming routine in MATLAB software for applications in calendar effects or anomalies in stock returns. The calendar effects which are tested is the turn-of-the-month, the day-of-the-Week, the month-of-the-Year and the semi-month effect.
| Item Type: | Working Paper (Working Paper) |
|---|---|
| Identification Number: | https://doi.org/10.2139/ssrn.1522942 |
| Uncontrolled Keywords: | Keywords: calendar effects/anomalies, MATLAB, stock returns - JEL Classification: C63, G15 |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Ms T. Iannizzi |
| Date Deposited: | 08 Jul 2013 13:49 |
| Last Modified: | 24 Jan 2014 14:24 |
| URI: | http://eprints.imtlucca.it/id/eprint/1629 |
Actions (login required)
 |
Edit Item |
